-34.9%
DOW vs XHB
+24.0%
-58.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -6.0% | -1.9% | -4.1% | -5.3% |
| 30D | -2.7% | -8.3% | +5.6% | +1.0% |
| 3M | -10.5% | -7.1% | -3.3% | -8.9% |
| 6M | -12.4% | -5.3% | -7.2% | -13.3% |
| YTD | +30.0% | -3.2% | +33.2% | +26.7% |
| 1Y | +27.8% | -13.9% | +41.7% | +35.5% |
| All | -34.9% | +24.0% | -58.9% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling