+44.3%
AR vs XHB
+202.9%
-158.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.9% |
| 7D | -1.2% | -1.9% | +0.7% | -0.2% |
| 30D | +5.5% | -8.3% | +13.9% | +10.4% |
| 3M | +12.9% | -7.1% | +20.0% | +15.7% |
| 6M | +0.1% | -5.3% | +5.3% | -0.4% |
| YTD | +13.5% | -3.2% | +16.7% | +10.5% |
| 1Y | +21.6% | -13.9% | +35.4% | +26.6% |
| 3Y | +46.0% | +24.9% | +21.1% | +11.9% |
| 5Y | +143.7% | +34.5% | +109.2% | +72.5% |
| 10Y | +44.3% | +215.5% | -171.1% | -47.3% |
| All | +44.3% | +202.9% | -158.6% | -47.3% |
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