+663.5%
DIA vs XHB
+172.3%
+491.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +1.5% | +9.9% | -8.5% | -2.7% |
| 3M | -2.4% | -6.3% | +3.9% | 0.0% |
| 6M | +6.0% | +3.8% | +2.1% | +3.5% |
| YTD | +10.1% | +0.1% | +9.9% | +8.6% |
| 1Y | +11.8% | -0.8% | +12.6% | +10.6% |
| 3Y | +59.7% | +35.6% | +24.1% | +35.0% |
| 5Y | +57.9% | +29.6% | +28.3% | +33.1% |
| 10Y | +236.2% | +237.5% | -1.3% | +84.8% |
| All | +663.5% | +172.3% | +491.3% | +248.0% |
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