+2.1%
HD vs XBI
+103.0%
-100.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.6% |
| 7D | -1.8% | -3.6% | +1.8% | -0.8% |
| 30D | -10.8% | +0.9% | -11.7% | -11.1% |
| 3M | -2.7% | +21.4% | -24.1% | -8.5% |
| 6M | -10.3% | +25.5% | -35.8% | -16.7% |
| YTD | -7.8% | +30.8% | -38.7% | -15.7% |
| 1Y | -23.1% | +68.6% | -91.7% | -35.5% |
| All | +2.1% | +103.0% | -100.9% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling