+677.5%
DIA vs XHB
+173.9%
+503.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -0.2% | -1.3% | +1.1% | +0.3% |
| 30D | -1.5% | -6.9% | +5.4% | +1.4% |
| 3M | +3.8% | -1.3% | +5.0% | +3.9% |
| 6M | +10.3% | -6.8% | +17.1% | +12.7% |
| YTD | +12.1% | +0.7% | +11.4% | +10.6% |
| 1Y | +18.6% | -11.2% | +29.9% | +23.1% |
| 3Y | +60.6% | +25.3% | +35.3% | +40.5% |
| 5Y | +64.4% | +37.3% | +27.1% | +35.5% |
| 10Y | +250.1% | +211.5% | +38.6% | +98.9% |
| All | +677.5% | +173.9% | +503.6% | +254.5% |
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