-35.0%
AUR vs XHB
+30.2%
-65.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +1.6% |
| 7D | +11.1% | -1.9% | +13.0% | +13.5% |
| 30D | -6.9% | -8.3% | +1.4% | +3.2% |
| 3M | +5.5% | -7.1% | +12.7% | +13.2% |
| 6M | +41.0% | -5.3% | +46.3% | +45.4% |
| YTD | +69.3% | -3.2% | +72.5% | +68.0% |
| 1Y | +14.0% | -13.9% | +27.9% | +30.6% |
| 3Y | +90.1% | +24.9% | +65.1% | +37.0% |
| 5Y | -34.4% | +34.5% | -68.9% | -56.7% |
| All | -35.0% | +30.2% | -65.2% | -56.9% |
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