+191.9%
XHB vs DOC
+156.1%
+35.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +3.8% |
| 7D | +9.7% | +8.7% | +1.0% | +5.2% |
| 30D | +11.7% | +7.6% | +4.0% | +7.5% |
| 3M | -1.4% | -5.3% | +3.9% | +1.3% |
| 6M | +6.8% | +27.6% | -20.8% | -7.1% |
| YTD | +5.5% | +32.4% | -26.9% | -10.6% |
| 1Y | +5.1% | +22.9% | -17.7% | -7.4% |
| 3Y | +42.4% | +43.1% | -0.7% | +14.4% |
| 5Y | +41.6% | -21.4% | +63.0% | +53.6% |
| 10Y | +275.1% | +16.8% | +258.3% | +207.0% |
| All | +191.9% | +156.1% | +35.7% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling