+114.8%
ALL vs XHB
+37.2%
+77.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | +0.1% | -1.8% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | -4.7% | -9.1% | +4.4% | -2.7% |
| 3M | +18.4% | -2.3% | +20.7% | +18.3% |
| 6M | +20.5% | -4.1% | +24.6% | +20.7% |
| YTD | +23.5% | -1.7% | +25.2% | +22.6% |
| 1Y | +29.0% | -15.1% | +44.1% | +33.0% |
| 3Y | +153.7% | +26.8% | +126.9% | +124.4% |
| 5Y | +114.8% | +37.3% | +77.5% | +73.6% |
| All | +114.8% | +37.2% | +77.6% | +73.6% |
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