+528.8%
APP vs XHB
+50.6%
+478.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +1.9% |
| 7D | +79.2% | +1.3% | +77.8% | +75.8% |
| 30D | +48.0% | +11.8% | +36.2% | +33.4% |
| 3M | +18.2% | -3.8% | +22.1% | +20.6% |
| 6M | -12.5% | +4.1% | -16.6% | -17.5% |
| YTD | -39.2% | +4.0% | -43.1% | -43.9% |
| 1Y | -33.9% | +1.6% | -35.4% | -38.1% |
| 3Y | +933.3% | +43.2% | +890.1% | +492.8% |
| 5Y | +295.9% | +35.8% | +260.0% | +109.1% |
| All | +528.8% | +50.6% | +478.3% | +229.5% |
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