-100.0%
DFNS vs XHB
+131.1%
-231.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.1% | +12.8% | +12.7% |
| 7D | -13.0% | -4.1% | -8.9% | -14.6% |
| 30D | -56.9% | +9.6% | -66.5% | -55.0% |
| 3M | -93.2% | -6.0% | -87.2% | -93.4% |
| 6M | -95.4% | +2.2% | -97.6% | -95.4% |
| YTD | -99.5% | +1.1% | -100.7% | -99.5% |
| 1Y | -99.6% | -1.7% | -97.9% | -99.6% |
| 3Y | -100.0% | +36.5% | -136.4% | -100.0% |
| 5Y | -100.0% | +33.5% | -133.4% | -100.0% |
| All | -100.0% | +131.1% | -231.1% | -100.0% |
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