+1,055.3%
DELL vs XHB
+30.4%
+1,024.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -3.9% |
| 7D | -1.9% | -5.2% | +3.3% | +1.5% |
| 30D | +14.9% | -12.1% | +27.0% | +24.5% |
| 3M | +37.2% | -6.2% | +43.4% | +41.8% |
| 6M | +254.0% | -6.7% | +260.7% | +265.9% |
| YTD | +306.1% | -5.5% | +311.6% | +315.8% |
| 1Y | +312.3% | -15.6% | +327.9% | +352.8% |
| 3Y | +654.0% | +22.0% | +632.0% | +534.9% |
| 5Y | +1,055.3% | +31.8% | +1,023.5% | +782.8% |
| All | +1,055.3% | +30.4% | +1,024.9% | +782.8% |
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 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