+1,387.9%
HD vs XBI
+865.0%
+522.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.5% |
| 3M | +2.8% | -4.0% | +6.8% | +3.8% |
| 6M | +17.0% | +10.9% | +6.0% | +11.1% |
| YTD | +3.5% | +23.6% | -20.1% | -6.2% |
| 1Y | -2.6% | +35.1% | -37.7% | -14.9% |
| 3Y | +30.7% | +125.2% | -94.4% | -8.9% |
| 5Y | +6.2% | +19.7% | -13.5% | -8.4% |
| 10Y | +242.7% | +130.6% | +112.1% | +106.6% |
| All | +1,387.9% | +865.0% | +522.9% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling