+130.0%
AU vs XHB
+163.2%
-33.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.1% |
| 7D | +0.6% | -1.9% | +2.6% | +1.2% |
| 30D | +12.3% | -8.3% | +20.6% | +15.3% |
| 3M | +29.4% | -7.1% | +36.5% | +32.2% |
| 6M | +3.2% | -5.3% | +8.5% | +5.2% |
| YTD | +31.8% | -3.2% | +35.0% | +33.5% |
| 1Y | +83.4% | -13.9% | +97.3% | +91.7% |
| 3Y | +623.1% | +24.9% | +598.2% | +565.8% |
| 5Y | +700.5% | +34.5% | +666.0% | +607.1% |
| 10Y | +717.6% | +215.5% | +502.1% | +438.5% |
| All | +130.0% | +163.2% | -33.2% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling