+506.6%
APP vs XHB
+46.6%
+460.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -1.4% |
| 7D | +61.1% | +1.2% | +59.9% | +58.5% |
| 30D | +42.8% | +8.9% | +33.9% | +31.5% |
| 3M | +16.7% | -4.2% | +20.8% | +19.3% |
| 6M | -15.6% | +1.4% | -16.9% | -18.7% |
| YTD | -41.3% | +1.2% | -42.5% | -44.7% |
| 1Y | -39.3% | -1.3% | -38.0% | -41.8% |
| 3Y | +803.2% | +36.6% | +766.6% | +442.1% |
| 5Y | +313.2% | +34.3% | +278.9% | +122.3% |
| All | +506.6% | +46.6% | +460.0% | +224.9% |
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