+51.9%
DOW vs XHB
+5.8%
+46.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.7% | -2.5% |
| 7D | -4.2% | +9.7% | -13.9% | -3.0% |
| 30D | +14.7% | +11.7% | +3.0% | +16.3% |
| 3M | +9.1% | -1.4% | +10.4% | +8.9% |
| 6M | -17.7% | +6.8% | -24.4% | -17.7% |
| YTD | +44.6% | +5.5% | +39.1% | +44.4% |
| 1Y | +51.9% | +5.1% | +46.8% | +52.8% |
| All | +51.9% | +5.8% | +46.1% | +52.8% |
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