-4.1%
APA vs XHB
+210.4%
-214.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +1.1% |
| 7D | +0.8% | -5.2% | +6.0% | +4.9% |
| 30D | +9.6% | -12.1% | +21.8% | +20.5% |
| 3M | +18.0% | -6.2% | +24.2% | +20.2% |
| 6M | +41.9% | -6.7% | +48.6% | +39.8% |
| YTD | +86.3% | -5.5% | +91.8% | +80.3% |
| 1Y | +97.9% | -15.6% | +113.5% | +110.1% |
| 3Y | +12.8% | +22.0% | -9.2% | -19.7% |
| 5Y | +177.2% | +31.8% | +145.4% | +73.7% |
| All | -4.1% | +210.4% | -214.5% | -70.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling