-26.5%
AR vs XHB
+289.1%
-315.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +2.1% | -4.1% | +6.2% | +4.4% |
| 30D | +4.5% | +9.6% | -5.1% | -1.2% |
| 3M | +1.0% | -6.0% | +7.0% | +3.4% |
| 6M | +4.4% | +2.2% | +2.2% | +0.2% |
| YTD | +10.9% | +1.1% | +9.7% | +4.6% |
| 1Y | +8.6% | -1.7% | +10.3% | +3.9% |
| 3Y | +48.5% | +36.5% | +12.0% | +8.3% |
| 5Y | +95.7% | +33.5% | +62.3% | +41.0% |
| 10Y | +55.5% | +240.9% | -185.5% | -44.4% |
| All | -26.5% | +289.1% | -315.6% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling