+247.6%
DIA vs XHB
+215.4%
+32.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | -1.6% | -4.6% | +3.1% | +0.7% |
| 30D | -2.0% | -9.1% | +7.1% | +2.5% |
| 3M | +3.6% | -8.6% | +12.2% | +7.6% |
| 6M | +11.5% | -4.0% | +15.5% | +12.6% |
| YTD | +10.4% | -3.9% | +14.3% | +11.0% |
| 1Y | +15.6% | -16.5% | +32.0% | +24.1% |
| 3Y | +58.9% | +22.6% | +36.3% | +35.4% |
| 5Y | +65.3% | +33.9% | +31.4% | +30.8% |
| All | +247.6% | +215.4% | +32.2% | +66.3% |
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 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