+249.2%
HPE vs DFNS
-99.9%
+349.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +7.7% |
| 7D | +10.1% | +0.8% | +9.3% | +10.1% |
| 30D | +5.3% | -73.2% | +78.5% | +5.2% |
| 3M | +12.7% | -72.4% | +85.1% | +12.8% |
| 6M | +167.7% | -95.2% | +262.9% | +167.4% |
| YTD | +135.5% | -98.0% | +233.4% | +134.9% |
| 1Y | +143.4% | -98.3% | +241.6% | +142.9% |
| 3Y | +249.2% | -99.9% | +349.0% | +248.4% |
| All | +249.2% | -99.9% | +349.0% | +248.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling