+54.3%
AR vs XHB
+237.3%
-183.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.3% |
| 7D | +7.4% | -0.2% | +7.6% | +7.3% |
| 30D | +5.8% | +9.9% | -4.2% | -0.3% |
| 3M | +5.2% | -6.3% | +11.5% | +7.8% |
| 6M | +5.4% | +3.8% | +1.6% | +0.1% |
| YTD | +12.4% | +0.1% | +12.3% | +6.4% |
| 1Y | +12.8% | -0.8% | +13.6% | +7.0% |
| 3Y | +47.2% | +35.6% | +11.6% | +6.3% |
| 5Y | +101.1% | +29.6% | +71.6% | +46.4% |
| All | +54.3% | +237.3% | -183.0% | -48.1% |
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