-31.9%
DIS vs XHB
+33.2%
-65.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | +5.2% | +1.3% | +3.9% | +4.5% |
| 30D | +11.5% | +7.8% | +3.7% | +7.2% |
| 3M | +11.5% | -5.5% | +17.0% | +14.3% |
| 6M | +8.9% | -2.6% | +11.5% | +9.2% |
| YTD | +3.4% | +0.4% | +3.1% | +1.7% |
| 1Y | +7.2% | -1.0% | +8.2% | +6.0% |
| 3Y | +43.3% | +37.3% | +6.0% | +11.8% |
| All | -31.9% | +33.2% | -65.1% | -51.1% |
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 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