-30.6%
AR vs XHB
+286.1%
-316.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | -14.3% | +1.3% | -15.6% | -15.2% |
| 30D | +1.4% | +7.8% | -6.4% | -3.2% |
| 3M | +3.4% | -5.5% | +8.8% | +5.4% |
| 6M | -2.1% | -2.6% | +0.5% | -3.4% |
| YTD | +4.7% | +0.4% | +4.3% | -0.8% |
| 1Y | +10.6% | -1.0% | +11.6% | +5.3% |
| 3Y | +24.6% | +37.3% | -12.7% | -9.7% |
| 5Y | +71.9% | +33.7% | +38.2% | +23.4% |
| 10Y | +46.4% | +256.9% | -210.5% | -49.0% |
| All | -30.6% | +286.1% | -316.7% | -75.0% |
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