+167.9%
XHB vs DTE
+768.1%
-600.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -8.3% | -0.5% | -7.8% | -8.1% |
| 3M | -7.1% | -6.0% | -1.1% | -3.5% |
| 6M | -5.3% | -7.2% | +2.0% | -1.0% |
| YTD | -3.2% | +7.2% | -10.4% | -7.9% |
| 1Y | -13.9% | +4.1% | -17.9% | -16.7% |
| 3Y | +24.9% | +46.9% | -22.0% | -5.3% |
| 5Y | +34.5% | +32.9% | +1.6% | +6.9% |
| 10Y | +215.5% | +144.5% | +71.0% | +56.1% |
| All | +167.9% | +768.1% | -600.3% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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