-35.9%
DOW vs XHB
+34.8%
-70.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -6.0% | -1.9% | -4.1% | -5.2% |
| 30D | -2.7% | -8.3% | +5.6% | +1.1% |
| 3M | -10.5% | -7.1% | -3.3% | -8.7% |
| 6M | -12.4% | -5.3% | -7.2% | -13.2% |
| YTD | +30.0% | -3.2% | +33.2% | +27.4% |
| 1Y | +27.8% | -13.9% | +41.7% | +34.5% |
| 3Y | -34.9% | +24.9% | -59.8% | -44.3% |
| 5Y | -35.9% | +34.5% | -70.4% | -50.3% |
| All | -35.9% | +34.8% | -70.7% | -50.3% |
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