+44.6%
AU vs XHB
+5.8%
+38.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.4% | +2.6% | +3.8% |
| 7D | +0.8% | +9.7% | -9.0% | -6.1% |
| 30D | -7.0% | +11.7% | -18.6% | -14.7% |
| 3M | +8.5% | -1.4% | +9.9% | +9.9% |
| 6M | -1.3% | +6.8% | -8.0% | -7.4% |
| YTD | +6.8% | +5.5% | +1.3% | +0.4% |
| 1Y | +44.6% | +5.1% | +39.5% | +37.7% |
| All | +44.6% | +5.8% | +38.8% | +37.7% |
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 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