+144.3%
AR vs XHB
+37.2%
+107.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | +12.6% | -9.1% | +21.7% | +15.8% |
| 3M | +10.0% | -2.3% | +12.3% | +9.7% |
| 6M | +0.6% | -4.1% | +4.8% | +0.2% |
| YTD | +13.4% | -1.7% | +15.1% | +11.0% |
| 1Y | +21.7% | -15.1% | +36.8% | +26.7% |
| 3Y | +45.8% | +26.8% | +19.0% | +19.8% |
| 5Y | +144.3% | +37.3% | +106.9% | +96.4% |
| All | +144.3% | +37.2% | +107.1% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling