-24.2%
AR vs XHB
+287.5%
-311.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | +2.5% | -1.3% | +3.8% | +3.1% |
| 30D | +14.8% | -6.9% | +21.7% | +18.9% |
| 3M | +6.2% | -1.3% | +7.5% | +5.2% |
| 6M | +4.3% | -6.8% | +11.1% | +5.0% |
| YTD | +14.4% | +0.7% | +13.6% | +9.0% |
| 1Y | +21.3% | -11.2% | +32.6% | +24.3% |
| 3Y | +39.8% | +25.3% | +14.5% | +8.6% |
| 5Y | +142.1% | +37.3% | +104.8% | +72.0% |
| 10Y | +52.0% | +211.5% | -159.5% | -42.4% |
| All | -24.2% | +287.5% | -311.7% | -72.6% |
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