+178.7%
XHB vs DAR
+1,463.3%
-1,284.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | -1.3% | +1.4% | -2.6% | -1.8% |
| 30D | -6.9% | +12.8% | -19.7% | -11.1% |
| 3M | -1.3% | +7.4% | -8.6% | -4.7% |
| 6M | -6.8% | +22.3% | -29.1% | -14.4% |
| YTD | +0.7% | +81.1% | -80.4% | -19.3% |
| 1Y | -11.2% | +106.5% | -117.7% | -32.6% |
| 3Y | +25.3% | +5.3% | +20.0% | +14.5% |
| 5Y | +37.3% | -11.5% | +48.9% | +27.8% |
| 10Y | +211.5% | +353.3% | -141.8% | +51.1% |
| All | +178.7% | +1,463.3% | -1,284.6% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling