+40.9%
DUK vs XHB
+33.0%
+7.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -0.7% | -4.6% | +4.0% | 0.0% |
| 30D | -2.4% | -9.1% | +6.7% | -1.2% |
| 3M | -3.0% | -8.6% | +5.6% | -1.9% |
| 6M | -6.6% | -4.0% | -2.5% | -6.3% |
| YTD | +4.6% | -3.9% | +8.5% | +4.7% |
| 1Y | +1.2% | -16.5% | +17.7% | +3.4% |
| 3Y | +45.7% | +22.6% | +23.1% | +36.0% |
| All | +40.9% | +33.0% | +7.9% | +23.0% |
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