+4.5%
HD vs XBI
+18.4%
-13.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -3.9% | -4.6% | +0.7% | -2.5% |
| 30D | -13.1% | -0.8% | -12.3% | -13.0% |
| 3M | -3.4% | +21.8% | -25.3% | -9.5% |
| 6M | -12.6% | +23.2% | -35.7% | -18.5% |
| YTD | -9.2% | +28.7% | -38.0% | -16.8% |
| 1Y | -23.9% | +67.8% | -91.7% | -36.1% |
| 3Y | +0.4% | +100.6% | -100.2% | -21.8% |
| 5Y | +4.5% | +19.8% | -15.3% | -13.5% |
| All | +4.5% | +18.4% | -13.9% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling