+211.9%
B vs XHB
+202.9%
+9.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | +1.0% | -1.9% | +3.0% | +1.5% |
| 30D | +9.5% | -8.3% | +17.8% | +11.8% |
| 3M | +14.3% | -7.1% | +21.5% | +16.3% |
| 6M | -1.9% | -5.3% | +3.4% | -0.6% |
| YTD | +4.1% | -3.2% | +7.3% | +4.9% |
| 1Y | +56.1% | -13.9% | +70.0% | +61.0% |
| 3Y | +202.0% | +24.9% | +177.1% | +184.4% |
| 5Y | +158.8% | +34.5% | +124.3% | +134.9% |
| 10Y | +211.9% | +215.5% | -3.5% | +164.7% |
| All | +211.9% | +202.9% | +9.0% | +164.7% |
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