-99.9%
DFNS vs XHB
+37.2%
-137.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -1.9% |
| 7D | +0.8% | +0.2% | +0.6% | +0.9% |
| 30D | -73.2% | -9.1% | -64.2% | -74.5% |
| 3M | -72.4% | -2.3% | -70.1% | -72.7% |
| 6M | -95.2% | -4.1% | -91.1% | -95.3% |
| YTD | -98.0% | -1.7% | -96.3% | -98.0% |
| 1Y | -98.3% | -15.1% | -83.1% | -98.5% |
| 3Y | -99.9% | +26.8% | -126.7% | -99.9% |
| 5Y | -99.9% | +37.3% | -137.2% | -99.9% |
| All | -99.9% | +37.2% | -137.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling