-15.4%
A vs XHB
+34.8%
-50.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.5% |
| 7D | -4.4% | -1.9% | -2.5% | -3.3% |
| 30D | -2.7% | -8.3% | +5.7% | +2.4% |
| 3M | +7.0% | -7.1% | +14.2% | +11.3% |
| 6M | +24.6% | -5.3% | +29.9% | +27.3% |
| YTD | +7.0% | -3.2% | +10.2% | +7.3% |
| 1Y | +15.6% | -13.9% | +29.4% | +24.5% |
| 3Y | +29.9% | +24.9% | +5.0% | +8.4% |
| 5Y | -15.4% | +34.5% | -49.9% | -35.1% |
| All | -15.4% | +34.8% | -50.2% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling