+39.5%
XHB vs DOC
-24.5%
+64.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | -1.3% | -1.5% | +0.2% | -0.6% |
| 30D | -6.9% | -4.8% | -2.1% | -4.6% |
| 3M | -1.3% | +6.9% | -8.1% | -4.8% |
| 6M | -6.8% | +20.7% | -27.5% | -16.4% |
| YTD | +0.7% | +34.1% | -33.4% | -15.3% |
| 1Y | -11.2% | +22.6% | -33.9% | -21.7% |
| 3Y | +25.3% | +20.8% | +4.5% | +10.6% |
| All | +39.5% | -24.5% | +64.1% | +57.6% |
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