+95.6%
DG vs XHB
+210.4%
-114.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.5% |
| 7D | -6.3% | -5.2% | -1.1% | -4.6% |
| 30D | +2.4% | -12.1% | +14.6% | +6.8% |
| 3M | +12.4% | -6.2% | +18.6% | +14.6% |
| 6M | -14.9% | -6.7% | -8.2% | -13.4% |
| YTD | -6.1% | -5.5% | -0.6% | -4.9% |
| 1Y | +17.9% | -15.6% | +33.5% | +23.6% |
| 3Y | +3.1% | +22.0% | -18.8% | -7.0% |
| 5Y | -38.7% | +31.8% | -70.5% | -47.5% |
| All | +95.6% | +210.4% | -114.8% | +15.4% |
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