+17.0%
AR vs XHB
-14.9%
+31.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.4% |
| 7D | -2.5% | -4.6% | +2.2% | -3.9% |
| 30D | +2.5% | -9.1% | +11.7% | -0.3% |
| 3M | +12.3% | -8.6% | +20.9% | +9.7% |
| 6M | -3.1% | -4.0% | +0.9% | -2.8% |
| YTD | +11.5% | -3.9% | +15.5% | +12.3% |
| 1Y | +17.0% | -16.5% | +33.5% | +20.1% |
| All | +17.0% | -14.9% | +31.9% | +20.1% |
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 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