+115.6%
DT vs XHB
+146.9%
-31.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +4.0% | +3.0% |
| 7D | -2.5% | -5.2% | +2.7% | +0.5% |
| 30D | +3.5% | -12.1% | +15.7% | +11.4% |
| 3M | +26.7% | -6.2% | +32.9% | +30.3% |
| 6M | +36.1% | -6.7% | +42.8% | +38.2% |
| YTD | +18.6% | -5.5% | +24.1% | +18.1% |
| 1Y | +7.9% | -15.6% | +23.5% | +15.1% |
| 3Y | +8.6% | +22.0% | -13.4% | -15.9% |
| 5Y | -26.7% | +31.8% | -58.5% | -47.1% |
| All | +115.6% | +146.9% | -31.3% | -7.7% |
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