+96.9%
AU vs XHB
-9.3%
+106.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -3.0% |
| 7D | -3.6% | -1.3% | -2.3% | -2.7% |
| 30D | +23.9% | -6.9% | +30.8% | +30.1% |
| 3M | +19.1% | -1.3% | +20.3% | +19.2% |
| 6M | -0.2% | -6.8% | +6.6% | +0.8% |
| YTD | +32.5% | +0.7% | +31.7% | +30.6% |
| 1Y | +96.9% | -11.2% | +108.2% | +105.1% |
| All | +96.9% | -9.3% | +106.2% | +105.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling