-98.2%
DFNS vs XHB
-16.2%
-82.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +2.6% |
| 7D | -3.3% | -5.2% | +1.9% | -1.1% |
| 30D | -73.1% | -12.1% | -61.0% | -71.6% |
| 3M | -71.4% | -6.2% | -65.2% | -71.5% |
| 6M | -93.8% | -6.7% | -87.1% | -93.8% |
| YTD | -98.0% | -5.5% | -92.6% | -98.2% |
| 1Y | -98.2% | -15.6% | -82.5% | -97.9% |
| All | -98.2% | -16.2% | -82.0% | -97.9% |
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 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