-15.6%
XHB vs DD
+35.1%
-50.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.1% |
| 7D | -5.2% | -2.9% | -2.3% | -4.0% |
| 30D | -12.1% | -11.5% | -0.6% | -7.2% |
| 3M | -6.2% | -5.4% | -0.8% | -4.1% |
| 6M | -6.7% | -6.9% | +0.2% | -4.4% |
| YTD | -5.5% | +6.9% | -12.3% | -8.1% |
| 1Y | -15.6% | +35.6% | -51.3% | -24.7% |
| All | -15.6% | +35.1% | -50.8% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling