-100.0%
DFNS vs XHB
+128.8%
-228.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.2% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | -71.2% | +9.9% | -81.1% | -70.0% |
| 3M | -94.5% | -6.3% | -88.2% | -94.7% |
| 6M | -96.5% | +3.8% | -100.4% | -96.5% |
| YTD | -99.6% | +0.1% | -99.8% | -99.6% |
| 1Y | -99.7% | -0.8% | -98.9% | -99.7% |
| 3Y | -100.0% | +35.6% | -135.6% | -100.0% |
| 5Y | -100.0% | +29.6% | -129.5% | -100.0% |
| All | -100.0% | +128.8% | -228.8% | -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