+21.2%
DIS vs XHB
+204.2%
-183.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +1.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +0.1% | -9.1% | +9.2% | +5.3% |
| 3M | +7.1% | -2.3% | +9.4% | +7.6% |
| 6M | +4.3% | -4.1% | +8.4% | +5.5% |
| YTD | -6.9% | -1.7% | -5.2% | -7.4% |
| 1Y | -10.3% | -15.1% | +4.8% | -3.4% |
| 3Y | +32.8% | +26.8% | +6.0% | +9.5% |
| 5Y | -41.5% | +37.3% | -78.8% | -55.0% |
| 10Y | +21.2% | +205.7% | -184.5% | -43.0% |
| All | +21.2% | +204.2% | -183.0% | -43.0% |
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 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