+37.8%
AR vs XHB
+36.1%
+1.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -14.3% | +1.3% | -15.6% | -14.4% |
| 30D | +1.4% | +7.8% | -6.4% | +0.7% |
| 3M | +3.4% | -5.5% | +8.8% | +3.8% |
| 6M | -2.1% | -2.6% | +0.5% | -2.2% |
| YTD | +4.7% | +0.4% | +4.3% | +3.3% |
| 1Y | +10.6% | -1.0% | +11.6% | +9.4% |
| All | +37.8% | +36.1% | +1.7% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling