-39.8%
AA vs XHB
+0.7%
-40.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.6% |
| 7D | +5.3% | -2.4% | +7.7% | +6.6% |
| 30D | -2.3% | +7.1% | -9.3% | -5.1% |
| 3M | -20.8% | -6.0% | -14.9% | -17.7% |
| 6M | -39.8% | +2.1% | -41.9% | -41.9% |
| All | -39.8% | +0.7% | -40.5% | -41.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling