+63.6%
DIA vs XHB
+34.8%
+28.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -1.2% | -1.9% | +0.7% | -0.5% |
| 30D | -2.7% | -8.3% | +5.6% | +0.5% |
| 3M | +3.3% | -7.1% | +10.4% | +5.8% |
| 6M | +10.4% | -5.3% | +15.7% | +11.9% |
| YTD | +10.0% | -3.2% | +13.2% | +10.2% |
| 1Y | +16.2% | -13.9% | +30.0% | +21.6% |
| 3Y | +58.7% | +24.9% | +33.8% | +38.9% |
| 5Y | +63.6% | +34.5% | +29.1% | +35.3% |
| All | +63.6% | +34.8% | +28.7% | +35.3% |
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 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