+6.7%
HD vs XBI
+19.4%
-12.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +1.5% | -1.1% | +2.6% | +1.9% |
| 30D | +18.0% | +2.6% | +15.4% | +16.9% |
| 3M | +2.8% | -4.0% | +6.8% | +3.7% |
| 6M | +17.0% | +10.9% | +6.0% | +12.3% |
| YTD | +3.5% | +23.6% | -20.1% | -4.3% |
| 1Y | -2.6% | +35.1% | -37.7% | -12.6% |
| 3Y | +30.7% | +125.2% | -94.4% | -2.6% |
| All | +6.7% | +19.4% | -12.7% | -14.9% |
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