+206.4%
HD vs XBI
+160.4%
+46.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -3.8% | -4.6% | +0.8% | -2.3% |
| 30D | -9.4% | -2.0% | -7.4% | -8.9% |
| 3M | -4.6% | +17.8% | -22.4% | -10.1% |
| 6M | -10.1% | +23.7% | -33.8% | -16.9% |
| YTD | -8.3% | +28.2% | -36.6% | -16.6% |
| 1Y | -25.0% | +64.0% | -89.0% | -37.6% |
| 3Y | +1.5% | +99.4% | -97.9% | -22.6% |
| 5Y | +5.6% | +19.3% | -13.8% | -6.7% |
| All | +206.4% | +160.4% | +46.0% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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