+678.3%
DELL vs XHB
+24.0%
+654.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.1% |
| 7D | +8.7% | -1.9% | +10.7% | +9.9% |
| 30D | +16.9% | -8.3% | +25.2% | +22.7% |
| 3M | +40.4% | -7.1% | +47.6% | +45.5% |
| 6M | +267.1% | -5.3% | +272.3% | +274.7% |
| YTD | +329.1% | -3.2% | +332.3% | +332.4% |
| 1Y | +346.9% | -13.9% | +360.8% | +381.7% |
| All | +678.3% | +24.0% | +654.3% | +627.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling