-12.1%
DOW vs XHB
+177.6%
-189.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -3.1% |
| 7D | -1.4% | -4.6% | +3.2% | +1.5% |
| 30D | -3.9% | -9.1% | +5.2% | +1.7% |
| 3M | -12.7% | -8.6% | -4.1% | -9.3% |
| 6M | -13.7% | -4.0% | -9.7% | -15.6% |
| YTD | +28.4% | -3.9% | +32.3% | +25.4% |
| 1Y | +21.8% | -16.5% | +38.2% | +31.7% |
| 3Y | -35.7% | +22.6% | -58.3% | -48.1% |
| 5Y | -36.8% | +33.9% | -70.8% | -53.8% |
| All | -12.1% | +177.6% | -189.6% | -60.7% |
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