+178.7%
XHB vs DD
+222.9%
-44.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -1.3% | -3.5% | +2.2% | +0.6% |
| 30D | -6.9% | -10.3% | +3.4% | -1.4% |
| 3M | -1.3% | -7.5% | +6.3% | +2.7% |
| 6M | -6.8% | -8.0% | +1.2% | -3.2% |
| YTD | +0.7% | +10.5% | -9.7% | -5.4% |
| 1Y | -11.2% | +38.3% | -49.5% | -26.6% |
| 3Y | +25.3% | +42.5% | -17.2% | -0.7% |
| 5Y | +37.3% | +60.2% | -22.9% | +0.8% |
| 10Y | +211.5% | +68.9% | +142.7% | +102.0% |
| All | +178.7% | +222.9% | -44.2% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling