+66.7%
AU vs XHB
-14.9%
+81.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.6% |
| 7D | -4.3% | -4.6% | +0.4% | -1.0% |
| 30D | +7.3% | -9.1% | +16.4% | +14.8% |
| 3M | +26.3% | -8.6% | +34.9% | +33.6% |
| 6M | +1.8% | -4.0% | +5.8% | +3.0% |
| YTD | +26.8% | -3.9% | +30.8% | +29.4% |
| 1Y | +66.7% | -16.5% | +83.2% | +87.4% |
| All | +66.7% | -14.9% | +81.6% | +87.4% |
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 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