-41.1%
DIS vs XHB
+37.5%
-78.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.2% |
| 7D | -2.6% | -1.3% | -1.3% | -2.0% |
| 30D | +3.5% | -6.9% | +10.4% | +7.1% |
| 3M | +6.8% | -1.3% | +8.1% | +6.8% |
| 6M | +3.0% | -6.8% | +9.8% | +5.7% |
| YTD | -6.7% | +0.7% | -7.5% | -8.2% |
| 1Y | -10.1% | -11.2% | +1.2% | -5.7% |
| 3Y | +33.0% | +25.3% | +7.7% | +10.0% |
| All | -41.1% | +37.5% | -78.6% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling