+18.6%
DIA vs XHB
-9.3%
+27.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | -1.5% | -6.9% | +5.4% | +0.5% |
| 3M | +3.8% | -1.3% | +5.0% | +3.8% |
| 6M | +10.3% | -6.8% | +17.1% | +11.4% |
| YTD | +12.1% | +0.7% | +11.4% | +10.8% |
| 1Y | +18.6% | -11.2% | +29.9% | +19.6% |
| All | +18.6% | -9.3% | +27.9% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling