+35.7%
XHB vs DOC
-22.1%
+57.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +2.5% | +6.2% | -3.7% | -0.5% |
| 30D | +6.7% | +6.5% | +0.2% | +3.3% |
| 3M | -5.8% | -6.2% | +0.4% | -2.8% |
| 6M | +1.7% | +25.6% | -23.9% | -10.7% |
| YTD | +1.9% | +32.1% | -30.2% | -13.8% |
| 1Y | +0.9% | +20.3% | -19.4% | -10.0% |
| 3Y | +37.6% | +42.7% | -5.2% | +9.4% |
| 5Y | +35.7% | -22.2% | +57.9% | +58.2% |
| All | +35.7% | -22.1% | +57.8% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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