+143.3%
DELL vs XHB
+5.8%
+137.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.4% | -14.3% | -10.8% |
| 7D | -24.6% | +9.7% | -34.3% | -27.9% |
| 30D | -32.5% | +11.7% | -44.1% | -36.1% |
| 3M | -20.2% | -1.4% | -18.8% | -19.4% |
| 6M | +76.5% | +6.8% | +69.7% | +68.6% |
| YTD | +198.9% | +5.5% | +193.4% | +190.3% |
| 1Y | +143.3% | +5.1% | +138.2% | +132.8% |
| All | +143.3% | +5.8% | +137.5% | +132.8% |
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