+7.4%
HD vs XHB
+37.2%
-29.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -0.6% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -11.1% | -9.1% | -2.1% | -5.1% |
| 3M | +2.0% | -2.3% | +4.4% | +3.6% |
| 6M | -10.5% | -4.1% | -6.3% | -8.1% |
| YTD | -6.9% | -1.7% | -5.1% | -6.2% |
| 1Y | -23.2% | -15.1% | -8.1% | -14.7% |
| 3Y | +3.1% | +26.8% | -23.8% | -16.0% |
| 5Y | +7.4% | +37.3% | -30.0% | -17.3% |
| All | +7.4% | +37.2% | -29.8% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling