-99.6%
DFNS vs XHB
+5.8%
-105.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.4% | -23.8% | -19.6% |
| 7D | -27.7% | +9.7% | -37.4% | -30.1% |
| 30D | -58.0% | +11.7% | -69.6% | -59.6% |
| 3M | -94.0% | -1.4% | -92.6% | -93.9% |
| 6M | -94.6% | +6.8% | -101.4% | -94.9% |
| YTD | -99.4% | +5.5% | -104.9% | -99.5% |
| 1Y | -99.6% | +5.1% | -104.8% | -99.7% |
| All | -99.6% | +5.8% | -105.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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