+226.1%
ACWI vs XHB
+204.2%
+21.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.6% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -0.2% | -9.1% | +8.9% | +4.2% |
| 3M | +4.7% | -2.3% | +7.0% | +5.2% |
| 6M | +14.5% | -4.1% | +18.6% | +15.7% |
| YTD | +14.6% | -1.7% | +16.3% | +14.0% |
| 1Y | +21.4% | -15.1% | +36.5% | +29.1% |
| 3Y | +77.6% | +26.8% | +50.8% | +49.8% |
| 5Y | +68.1% | +37.3% | +30.7% | +32.8% |
| 10Y | +226.1% | +205.7% | +20.5% | +67.8% |
| All | +226.1% | +204.2% | +21.9% | +67.8% |
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