+153.8%
B vs XHB
+37.2%
+116.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.8% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +1.4% | -9.1% | +10.4% | +4.1% |
| 3M | +12.2% | -2.3% | +14.5% | +12.8% |
| 6M | -2.1% | -4.1% | +2.0% | -1.1% |
| YTD | +2.9% | -1.7% | +4.6% | +3.4% |
| 1Y | +55.3% | -15.1% | +70.4% | +61.1% |
| 3Y | +198.7% | +26.8% | +171.9% | +177.5% |
| 5Y | +153.8% | +37.3% | +116.4% | +110.5% |
| All | +153.8% | +37.2% | +116.6% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling