+1,408.1%
HD vs XHB
+182.7%
+1,225.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +0.7% |
| 7D | +3.6% | +1.3% | +2.3% | +2.8% |
| 30D | +21.6% | +11.8% | +9.8% | +13.6% |
| 3M | +0.1% | -3.8% | +3.9% | +2.6% |
| 6M | +13.0% | +4.1% | +8.9% | +10.2% |
| YTD | +4.9% | +4.0% | +1.0% | +2.3% |
| 1Y | -2.1% | +1.6% | -3.6% | -3.2% |
| 3Y | +32.6% | +43.2% | -10.6% | +4.5% |
| 5Y | +8.2% | +35.8% | -27.6% | -12.9% |
| 10Y | +257.9% | +259.3% | -1.4% | +58.9% |
| All | +1,408.1% | +182.7% | +1,225.5% | +479.5% |
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