+319.1%
DELL vs XHB
-9.3%
+328.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.0% |
| 7D | +14.9% | -1.3% | +16.2% | +15.7% |
| 30D | +13.3% | -6.9% | +20.2% | +17.2% |
| 3M | +24.4% | -1.3% | +25.7% | +23.8% |
| 6M | +258.0% | -6.8% | +264.8% | +264.6% |
| YTD | +320.2% | +0.7% | +319.5% | +320.4% |
| 1Y | +319.1% | -11.2% | +330.3% | +325.0% |
| All | +319.1% | -9.3% | +328.3% | +325.0% |
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 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