+12.8%
AR vs XHB
-2.2%
+15.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.5% |
| 3M | +5.2% | -6.3% | +11.5% | +3.0% |
| 6M | +5.4% | +3.8% | +1.6% | +7.8% |
| YTD | +12.4% | +0.1% | +12.3% | +16.3% |
| 1Y | +12.8% | -0.8% | +13.6% | +16.7% |
| All | +12.8% | -2.2% | +15.0% | +16.7% |
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