Difference in long only port with new hedging server.

Marco,

I have a port and sim that I have used a while. It now has a decreased return but the return is about the same as it used to be on the new beta hedge server (long only, not hedged). The difference is about 8% annualized (49.75% to 57.77%). This is exact same sim run one right after the other (second on the new server).

You probably already know this. Looks like it could be just the size of the cash position. Portfolio 100% invested all the time but there is always some cash.

I ran this on the beta server because I noticed a signifcant drop on the regular server (not hedged).

Regards,

Jim