+1,270.0%
HD vs XHB
+173.9%
+1,096.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.3% |
| 7D | -2.1% | -1.3% | -0.8% | -1.3% |
| 30D | -8.4% | -6.9% | -1.5% | -4.3% |
| 3M | +4.3% | -1.3% | +5.6% | +5.1% |
| 6M | -11.1% | -6.8% | -4.3% | -7.4% |
| YTD | -4.7% | +0.7% | -5.4% | -5.4% |
| 1Y | -19.8% | -11.2% | -8.6% | -14.1% |
| 3Y | +4.1% | +25.3% | -21.2% | -11.3% |
| 5Y | +10.3% | +37.3% | -27.0% | -11.9% |
| 10Y | +203.2% | +211.5% | -8.4% | +46.0% |
| All | +1,270.0% | +173.9% | +1,096.1% | +436.2% |
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