+59.1%
ACWI vs XHB
+28.9%
+30.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +2.4% | -0.2% | +2.7% | +2.5% |
| 30D | -1.7% | +9.9% | -11.6% | -5.6% |
| 3M | -3.9% | -6.3% | +2.4% | -1.7% |
| 6M | +0.8% | +3.8% | -3.1% | -1.6% |
| YTD | +11.0% | +0.1% | +10.9% | +9.4% |
| 1Y | +13.1% | -0.8% | +13.9% | +11.7% |
| 3Y | +73.9% | +35.6% | +38.3% | +42.7% |
| All | +59.1% | +28.9% | +30.2% | +27.8% |
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 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