+1,365.7%
HD vs XHB
+172.9%
+1,192.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.9% |
| 7D | +4.3% | +1.3% | +3.0% | +3.6% |
| 30D | +20.2% | +7.8% | +12.4% | +14.9% |
| 3M | -1.0% | -5.5% | +4.5% | +2.6% |
| 6M | +7.9% | -2.6% | +10.5% | +9.6% |
| YTD | +2.0% | +0.4% | +1.6% | +1.6% |
| 1Y | -4.3% | -1.0% | -3.3% | -3.9% |
| 3Y | +25.9% | +37.3% | -11.4% | +1.8% |
| 5Y | +5.8% | +33.7% | -27.9% | -13.9% |
| 10Y | +262.5% | +256.9% | +5.6% | +61.8% |
| All | +1,365.7% | +172.9% | +1,192.8% | +475.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling