-10.8%
DOW vs XHB
+191.1%
-201.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.6% |
| 7D | -2.4% | -1.3% | -1.1% | -1.7% |
| 30D | +0.4% | -6.9% | +7.3% | +4.6% |
| 3M | -14.4% | -1.3% | -13.1% | -15.6% |
| 6M | -7.0% | -6.8% | -0.2% | -6.7% |
| YTD | +30.2% | +0.7% | +29.5% | +23.6% |
| 1Y | +29.2% | -11.2% | +40.4% | +34.5% |
| 3Y | -36.7% | +25.3% | -62.0% | -49.4% |
| 5Y | -37.7% | +37.3% | -75.0% | -54.9% |
| All | -10.8% | +191.1% | -201.9% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling