+4,681.2%
DELL vs XHB
+213.8%
+4,467.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.9% |
| 7D | +14.9% | -1.3% | +16.2% | +16.0% |
| 30D | +13.3% | -6.9% | +20.2% | +18.4% |
| 3M | +24.4% | -1.3% | +25.7% | +24.4% |
| 6M | +258.0% | -6.8% | +264.8% | +270.9% |
| YTD | +320.2% | +0.7% | +319.5% | +313.4% |
| 1Y | +319.1% | -11.2% | +330.3% | +345.9% |
| 3Y | +706.5% | +25.3% | +681.2% | +568.3% |
| 5Y | +1,071.9% | +37.3% | +1,034.6% | +795.7% |
| 10Y | +4,683.5% | +211.5% | +4,472.0% | +2,045.4% |
| All | +4,681.2% | +213.8% | +4,467.5% | +2,024.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling