+123.4%
AS vs XHB
+10.3%
+113.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.3% |
| 7D | -4.9% | -0.2% | -4.6% | -4.7% |
| 30D | +3.9% | +9.9% | -6.1% | -2.8% |
| 3M | -9.6% | -6.3% | -3.3% | -5.6% |
| 6M | -8.7% | +3.8% | -12.5% | -11.8% |
| YTD | -19.8% | +0.1% | -20.0% | -20.9% |
| 1Y | -1.5% | -0.8% | -0.7% | -2.5% |
| All | +123.4% | +10.3% | +113.2% | +99.2% |
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