+30.0%
XHB vs DD
+67.2%
-37.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -0.2% | +5.0% | -5.2% | -2.8% |
| 30D | +9.9% | +19.7% | -9.7% | -0.9% |
| 3M | -6.3% | +7.2% | -13.5% | -10.3% |
| 6M | +3.8% | +1.0% | +2.8% | +2.4% |
| YTD | +0.1% | +29.1% | -29.0% | -14.6% |
| 1Y | -0.8% | +28.5% | -29.3% | -15.2% |
| 3Y | +35.6% | +89.4% | -53.8% | -10.8% |
| All | +30.0% | +67.2% | -37.2% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling