+299.2%
HL vs DFNS
-99.9%
+399.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | +1.5% | -16.0% | +17.5% | +1.5% |
| 30D | +25.1% | -77.7% | +102.7% | +25.2% |
| 3M | +22.9% | -77.2% | +100.1% | +22.7% |
| 6M | -4.9% | -95.2% | +90.3% | -5.1% |
| YTD | +7.8% | -98.0% | +105.8% | +7.6% |
| 1Y | +133.9% | -98.3% | +232.2% | +133.5% |
| 3Y | +380.9% | -99.9% | +480.8% | +347.1% |
| 5Y | +230.2% | -99.9% | +330.1% | +239.3% |
| All | +299.2% | -99.9% | +399.1% | +359.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling