+36.1%
DIS vs XHB
+257.8%
-221.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +0.1% |
| 7D | +5.3% | +1.3% | +4.0% | +4.5% |
| 30D | +10.2% | +11.8% | -1.6% | +3.6% |
| 3M | +13.5% | -3.8% | +17.4% | +15.5% |
| 6M | +11.1% | +4.1% | +7.0% | +7.5% |
| YTD | +5.5% | +4.0% | +1.6% | +1.6% |
| 1Y | +9.1% | +1.6% | +7.6% | +6.3% |
| 3Y | +36.0% | +43.2% | -7.2% | +4.4% |
| 5Y | -29.8% | +35.8% | -65.7% | -45.9% |
| All | +36.1% | +257.8% | -221.7% | -40.1% |
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