-13.1%
DOW vs XHB
+3.1%
-16.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.1% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | +13.2% | +9.9% | +3.2% | +18.1% |
| 3M | +10.1% | -6.3% | +16.4% | +5.8% |
| 6M | -13.1% | +3.8% | -16.9% | -11.3% |
| All | -13.1% | +3.1% | -16.2% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling