+116.4%
HPE vs DFNS
-99.6%
+216.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -18.3% | +12.7% | -5.4% |
| 7D | -17.0% | -27.7% | +10.7% | -16.6% |
| 30D | -26.7% | -58.0% | +31.2% | -25.9% |
| 3M | -4.1% | -94.0% | +89.8% | -1.1% |
| 6M | +75.4% | -94.6% | +170.0% | +93.7% |
| YTD | +111.0% | -99.4% | +210.5% | +176.9% |
| 1Y | +116.4% | -99.6% | +216.1% | +194.6% |
| All | +116.4% | -99.6% | +216.1% | +194.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling