+4.3%
DT vs XHB
+24.0%
-19.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -0.5% | -1.9% | +1.4% | -0.1% |
| 30D | +0.1% | -8.3% | +8.4% | +1.8% |
| 3M | +24.1% | -7.1% | +31.3% | +25.7% |
| 6M | +30.1% | -5.3% | +35.4% | +30.7% |
| YTD | +16.8% | -3.2% | +19.9% | +15.8% |
| 1Y | -0.1% | -13.9% | +13.8% | +2.9% |
| All | +4.3% | +24.0% | -19.7% | -13.1% |
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