-28.4%
DT vs XHB
+34.8%
-63.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | -0.5% | -1.9% | +1.4% | +0.4% |
| 30D | +0.1% | -8.3% | +8.4% | +4.3% |
| 3M | +24.1% | -7.1% | +31.3% | +27.9% |
| 6M | +30.1% | -5.3% | +35.4% | +31.0% |
| YTD | +16.8% | -3.2% | +19.9% | +14.8% |
| 1Y | -0.1% | -13.9% | +13.8% | +5.2% |
| 3Y | +6.8% | +24.9% | -18.1% | -20.6% |
| 5Y | -28.4% | +34.5% | -62.9% | -50.7% |
| All | -28.4% | +34.8% | -63.2% | -50.7% |
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 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