+55.0%
ACWI vs XHB
+33.2%
+21.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | -2.4% | +1.3% | -3.7% | -2.9% |
| 30D | -5.2% | +7.8% | -13.0% | -8.2% |
| 3M | -4.8% | -5.5% | +0.6% | -3.0% |
| 6M | -1.3% | -2.6% | +1.3% | -1.0% |
| YTD | +8.4% | +0.4% | +8.0% | +6.7% |
| 1Y | +11.0% | -1.0% | +12.0% | +9.8% |
| 3Y | +70.6% | +37.3% | +33.3% | +39.2% |
| All | +55.0% | +33.2% | +21.8% | +22.4% |
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