+233.4%
XHB vs DD
+97.1%
+136.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -0.2% | +5.0% | -5.2% | -2.7% |
| 30D | +9.9% | +19.7% | -9.7% | -0.3% |
| 3M | -6.3% | +7.2% | -13.5% | -10.1% |
| 6M | +3.8% | +1.0% | +2.8% | +2.4% |
| YTD | +0.1% | +29.1% | -29.0% | -13.6% |
| 1Y | -0.8% | +28.5% | -29.3% | -14.3% |
| 3Y | +35.6% | +89.4% | -53.8% | -7.2% |
| 5Y | +29.6% | +67.1% | -37.6% | -6.7% |
| All | +233.4% | +97.1% | +136.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling