-41.5%
ACHR vs XHB
+78.0%
-119.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +4.3% |
| 7D | +4.9% | +0.2% | +4.7% | +4.6% |
| 30D | +4.3% | -9.1% | +13.4% | +13.7% |
| 3M | +1.7% | -2.3% | +4.1% | +2.5% |
| 6M | -6.9% | -4.1% | -2.7% | -4.9% |
| YTD | -22.5% | -1.7% | -20.8% | -23.3% |
| 1Y | -31.5% | -15.1% | -16.4% | -22.4% |
| 3Y | -14.4% | +26.8% | -41.2% | -34.5% |
| 5Y | -41.6% | +37.3% | -79.0% | -59.8% |
| All | -41.5% | +78.0% | -119.5% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling