+391.7%
APP vs XHB
+45.9%
+345.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.3% | +1.4% |
| 7D | +0.9% | -1.3% | +2.2% | +2.0% |
| 30D | -23.3% | -6.9% | -16.4% | -18.4% |
| 3M | -42.6% | -1.3% | -41.4% | -42.7% |
| 6M | -33.6% | -6.8% | -26.8% | -31.1% |
| YTD | -52.4% | +0.7% | -53.2% | -54.5% |
| 1Y | -35.9% | -11.2% | -24.6% | -31.5% |
| 3Y | +642.2% | +25.3% | +616.9% | +398.7% |
| 5Y | +311.1% | +37.3% | +273.8% | +121.1% |
| All | +391.7% | +45.9% | +345.8% | +167.6% |
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 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