+356.8%
ACWI vs XHB
+476.0%
-119.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | +0.5% | -1.3% | +1.8% | +1.1% |
| 30D | +0.9% | -6.9% | +7.7% | +4.3% |
| 3M | +2.4% | -1.3% | +3.7% | +2.4% |
| 6M | +12.4% | -6.8% | +19.2% | +15.2% |
| YTD | +15.2% | +0.7% | +14.4% | +13.2% |
| 1Y | +22.7% | -11.2% | +34.0% | +27.9% |
| 3Y | +75.8% | +25.3% | +50.5% | +49.4% |
| 5Y | +67.7% | +37.3% | +30.4% | +33.1% |
| 10Y | +229.0% | +211.5% | +17.5% | +64.0% |
| All | +356.8% | +476.0% | -119.2% | +39.0% |
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