-99.9%
DFNS vs XHB
+119.5%
-219.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -1.9% |
| 7D | -6.3% | -4.6% | -1.7% | -8.1% |
| 30D | -74.0% | -9.1% | -64.8% | -75.1% |
| 3M | -70.1% | -8.6% | -61.6% | -71.3% |
| 6M | -93.9% | -4.0% | -89.9% | -94.0% |
| YTD | -98.1% | -3.9% | -94.2% | -98.1% |
| 1Y | -98.3% | -16.5% | -81.8% | -98.5% |
| 3Y | -99.9% | +22.6% | -122.5% | -99.9% |
| 5Y | -99.9% | +33.9% | -133.8% | -99.9% |
| All | -99.9% | +119.5% | -219.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling