+21.3%
AR vs XHB
-9.3%
+30.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.4% |
| 7D | +2.5% | -1.3% | +3.8% | +2.1% |
| 30D | +14.8% | -6.9% | +21.7% | +12.5% |
| 3M | +6.2% | -1.3% | +7.5% | +6.3% |
| 6M | +4.3% | -6.8% | +11.1% | +6.1% |
| YTD | +14.4% | +0.7% | +13.6% | +16.7% |
| 1Y | +21.3% | -11.2% | +32.6% | +24.5% |
| All | +21.3% | -9.3% | +30.6% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling