+723.9%
ALL vs XHB
+175.0%
+548.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.6% | -4.1% | +1.6% | -0.6% |
| 30D | +12.7% | +9.6% | +3.1% | +7.5% |
| 3M | +0.4% | -6.0% | +6.4% | +3.0% |
| 6M | +23.8% | +2.2% | +21.6% | +20.3% |
| YTD | +27.8% | +1.1% | +26.6% | +23.5% |
| 1Y | +28.9% | -1.7% | +30.6% | +26.1% |
| 3Y | +113.9% | +36.5% | +77.4% | +67.8% |
| 5Y | +157.4% | +33.5% | +123.9% | +97.1% |
| 10Y | +369.0% | +240.9% | +128.1% | +102.8% |
| All | +723.9% | +175.0% | +548.8% | +133.1% |
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