+4,404.4%
DELL vs XHB
+215.4%
+4,189.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +10.9% |
| 7D | +8.2% | -4.6% | +12.9% | +11.7% |
| 30D | +17.1% | -9.1% | +26.2% | +24.7% |
| 3M | +45.2% | -8.6% | +53.7% | +52.8% |
| 6M | +286.8% | -4.0% | +290.8% | +293.6% |
| YTD | +354.8% | -3.9% | +358.7% | +361.7% |
| 1Y | +358.3% | -16.5% | +374.7% | +408.2% |
| 3Y | +724.9% | +22.6% | +702.3% | +593.8% |
| 5Y | +1,193.7% | +33.9% | +1,159.7% | +904.6% |
| All | +4,404.4% | +215.4% | +4,189.0% | +1,921.8% |
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 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