+31.8%
XHB vs DVA
+40.8%
-9.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -5.2% | -0.2% | -5.1% | -5.2% |
| 30D | -12.1% | +1.7% | -13.8% | -12.5% |
| 3M | -6.2% | -8.7% | +2.5% | -5.3% |
| 6M | -6.7% | +19.7% | -26.4% | -12.0% |
| YTD | -5.5% | +59.6% | -65.1% | -17.4% |
| 1Y | -15.6% | +37.1% | -52.7% | -23.5% |
| 3Y | +22.0% | +89.8% | -67.8% | +1.2% |
| 5Y | +31.8% | +47.4% | -15.5% | +17.6% |
| All | +31.8% | +40.8% | -9.0% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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