+364.8%
ALL vs XHB
+202.9%
+161.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.6% |
| 7D | -2.2% | -1.9% | -0.3% | -1.5% |
| 30D | -5.6% | -8.3% | +2.7% | -2.4% |
| 3M | +17.2% | -7.1% | +24.4% | +19.7% |
| 6M | +23.2% | -5.3% | +28.5% | +24.0% |
| YTD | +23.6% | -3.2% | +26.8% | +22.8% |
| 1Y | +29.2% | -13.9% | +43.0% | +34.4% |
| 3Y | +153.8% | +24.9% | +128.9% | +113.5% |
| 5Y | +116.1% | +34.5% | +81.6% | +69.9% |
| 10Y | +364.8% | +215.5% | +149.4% | +130.7% |
| All | +364.8% | +202.9% | +161.9% | +130.7% |
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