+247.2%
HD vs XHB
+248.4%
-1.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +1.2% |
| 7D | +5.2% | +1.2% | +4.0% | +4.3% |
| 30D | +20.7% | +8.9% | +11.9% | +13.8% |
| 3M | +0.8% | -4.2% | +5.0% | +3.9% |
| 6M | +12.2% | +1.4% | +10.9% | +10.9% |
| YTD | +4.2% | +1.2% | +3.0% | +2.8% |
| 1Y | -2.6% | -1.3% | -1.3% | -2.2% |
| 3Y | +30.0% | +36.6% | -6.5% | +0.9% |
| 5Y | +8.1% | +34.3% | -26.2% | -16.6% |
| 10Y | +247.2% | +241.1% | +6.1% | +40.9% |
| All | +247.2% | +248.4% | -1.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling