+247.4%
A vs XHB
+215.4%
+32.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +1.8% |
| 7D | -2.6% | -4.6% | +2.0% | 0.0% |
| 30D | -0.9% | -9.1% | +8.2% | +4.5% |
| 3M | +13.6% | -8.6% | +22.2% | +19.0% |
| 6M | +27.8% | -4.0% | +31.9% | +29.6% |
| YTD | +8.6% | -3.9% | +12.6% | +9.6% |
| 1Y | +16.9% | -16.5% | +33.3% | +27.6% |
| 3Y | +32.9% | +22.6% | +10.3% | +15.0% |
| 5Y | -14.1% | +33.9% | -48.0% | -30.7% |
| All | +247.4% | +215.4% | +32.0% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling