+155.0%
HPE vs DFNS
-98.2%
+253.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.5% | +15.0% | +12.5% |
| 7D | +19.4% | -6.3% | +25.8% | +19.5% |
| 30D | +5.6% | -74.0% | +79.6% | +7.1% |
| 3M | +33.1% | -70.1% | +103.2% | +36.7% |
| 6M | +192.5% | -93.9% | +286.4% | +225.1% |
| YTD | +160.9% | -98.1% | +259.0% | +207.7% |
| 1Y | +155.0% | -98.3% | +253.3% | +199.8% |
| All | +155.0% | -98.2% | +253.2% | +199.8% |
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