+34.0%
XHB vs TDY
+39.0%
-5.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +0.9% |
| 7D | -4.6% | -1.1% | -3.5% | -4.0% |
| 30D | -9.1% | -12.0% | +2.9% | -1.9% |
| 3M | -8.6% | -3.2% | -5.4% | -7.0% |
| 6M | -4.0% | -7.9% | +3.8% | +0.4% |
| YTD | -3.9% | +18.2% | -22.2% | -14.1% |
| 1Y | -16.5% | +6.7% | -23.1% | -20.6% |
| 3Y | +22.6% | +47.5% | -25.0% | -7.1% |
| All | +34.0% | +39.0% | -5.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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