+276.2%
HPE vs DFNS
-100.0%
+376.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -3.7% |
| 7D | +7.9% | -6.0% | +13.8% | +7.9% |
| 30D | -23.5% | -71.2% | +47.7% | -23.5% |
| 3M | -19.1% | -94.5% | +75.5% | -19.1% |
| 6M | +51.4% | -96.5% | +147.9% | +51.5% |
| YTD | +103.4% | -99.6% | +203.1% | +102.9% |
| 1Y | +114.4% | -99.7% | +214.1% | +113.8% |
| 3Y | +224.7% | -100.0% | +324.6% | +224.6% |
| All | +276.2% | -100.0% | +376.2% | +293.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling