+1,270.0%
HD vs XBI
+950.0%
+320.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.1% |
| 7D | -2.1% | +0.9% | -2.9% | -2.4% |
| 30D | -8.4% | +7.1% | -15.5% | -10.9% |
| 3M | +4.3% | +22.9% | -18.6% | -4.2% |
| 6M | -11.1% | +29.7% | -40.8% | -20.3% |
| YTD | -4.7% | +34.5% | -39.2% | -16.0% |
| 1Y | -19.8% | +76.1% | -95.9% | -36.8% |
| 3Y | +4.1% | +103.2% | -99.1% | -24.2% |
| 5Y | +10.3% | +22.8% | -12.5% | -5.5% |
| 10Y | +203.2% | +176.3% | +26.9% | +69.1% |
| All | +1,270.0% | +950.0% | +320.0% | +175.3% |
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