+672.3%
AU vs XHB
+215.4%
+456.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -4.3% | -4.6% | +0.4% | -2.9% |
| 30D | +7.3% | -9.1% | +16.4% | +10.4% |
| 3M | +26.3% | -8.6% | +34.9% | +29.6% |
| 6M | +1.8% | -4.0% | +5.8% | +3.3% |
| YTD | +26.8% | -3.9% | +30.8% | +28.7% |
| 1Y | +66.7% | -16.5% | +83.2% | +75.0% |
| 3Y | +579.1% | +22.6% | +556.5% | +533.0% |
| 5Y | +689.3% | +33.9% | +655.4% | +600.7% |
| All | +672.3% | +215.4% | +456.9% | +508.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling