+37.3%
XHB vs DAR
-8.5%
+45.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.4% | -3.1% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | -9.1% | +13.0% | -22.0% | -12.0% |
| 3M | -2.3% | +15.0% | -17.3% | -6.4% |
| 6M | -4.1% | +26.8% | -31.0% | -11.0% |
| YTD | -1.7% | +86.4% | -88.1% | -18.0% |
| 1Y | -15.1% | +115.1% | -130.2% | -32.3% |
| 3Y | +26.8% | +14.6% | +12.2% | +17.1% |
| 5Y | +37.3% | -8.8% | +46.1% | +30.0% |
| All | +37.3% | -8.5% | +45.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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