+237.8%
HPE vs DFNS
-100.0%
+337.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +12.7% | -7.9% | +4.8% |
| 7D | +0.3% | -13.0% | +13.3% | +0.3% |
| 30D | -28.6% | -56.9% | +28.3% | -28.6% |
| 3M | -7.4% | -93.2% | +85.9% | -7.5% |
| 6M | +63.7% | -95.4% | +159.1% | +63.8% |
| YTD | +111.7% | -99.5% | +211.2% | +111.1% |
| 1Y | +123.5% | -99.6% | +223.1% | +122.8% |
| All | +237.8% | -100.0% | +337.8% | +242.8% |
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 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