+67.8%
B vs XHB
-9.3%
+77.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.6% |
| 7D | -1.6% | -1.3% | -0.3% | -1.0% |
| 30D | +9.4% | -6.9% | +16.3% | +12.9% |
| 3M | +5.0% | -1.3% | +6.2% | +5.3% |
| 6M | -3.5% | -6.8% | +3.2% | -3.1% |
| YTD | +4.5% | +0.7% | +3.7% | +4.8% |
| 1Y | +67.8% | -11.2% | +79.0% | +64.4% |
| All | +67.8% | -9.3% | +77.0% | +64.4% |
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