+4.4%
APA vs XHB
+234.8%
-230.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.2% |
| 7D | +9.6% | -2.4% | +12.0% | +11.4% |
| 30D | -0.2% | +7.1% | -7.3% | -6.6% |
| 3M | +19.8% | -6.0% | +25.8% | +22.9% |
| 6M | +30.1% | +2.1% | +28.0% | +20.5% |
| YTD | +100.4% | -0.6% | +101.0% | +83.5% |
| 1Y | +105.2% | -3.3% | +108.5% | +91.5% |
| 3Y | +44.6% | +34.1% | +10.5% | -6.1% |
| 5Y | +88.8% | +28.6% | +60.2% | +21.6% |
| All | +4.4% | +234.8% | -230.4% | -68.6% |
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 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