+720.5%
ALL vs XHB
+175.2%
+545.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +4.2% |
| 7D | -0.1% | +1.2% | -1.3% | -0.9% |
| 30D | +13.8% | +8.9% | +4.9% | +8.9% |
| 3M | -2.8% | -4.2% | +1.4% | -1.2% |
| 6M | +23.7% | +1.4% | +22.3% | +20.7% |
| YTD | +27.3% | +1.2% | +26.1% | +23.0% |
| 1Y | +30.5% | -1.3% | +31.8% | +27.5% |
| 3Y | +113.0% | +36.6% | +76.4% | +67.0% |
| 5Y | +157.6% | +34.3% | +123.3% | +96.6% |
| 10Y | +368.4% | +241.1% | +127.3% | +102.5% |
| All | +720.5% | +175.2% | +545.3% | +132.1% |
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