+222.2%
ACWI vs XHB
+271.6%
-49.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.0% |
| 7D | +0.3% | +1.3% | -1.0% | -0.3% |
| 30D | -2.8% | +11.8% | -14.6% | -7.9% |
| 3M | -3.2% | -3.8% | +0.7% | -1.8% |
| 6M | +1.3% | +4.1% | -2.8% | -1.5% |
| YTD | +11.2% | +4.0% | +7.3% | +7.5% |
| 1Y | +13.8% | +1.6% | +12.2% | +11.0% |
| 3Y | +76.2% | +43.2% | +33.0% | +39.8% |
| 5Y | +59.5% | +35.8% | +23.6% | +26.9% |
| 10Y | +222.2% | +259.3% | -37.1% | +54.7% |
| All | +222.2% | +271.6% | -49.4% | +54.7% |
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