-10.0%
DIS vs XHB
-16.0%
+6.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -3.5% | -1.9% | -1.6% | -2.8% |
| 30D | +1.0% | -8.3% | +9.3% | +4.4% |
| 3M | +5.7% | -7.1% | +12.8% | +8.1% |
| 6M | +3.3% | -5.3% | +8.5% | +4.5% |
| YTD | -7.7% | -3.2% | -4.5% | -6.7% |
| 1Y | -10.0% | -13.9% | +3.9% | -6.2% |
| All | -10.0% | -16.0% | +6.0% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling