+82.9%
B vs XHB
+175.2%
-92.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.5% | -5.6% |
| 7D | +7.1% | +1.2% | +6.0% | +6.9% |
| 30D | -3.3% | +8.9% | -12.2% | -5.0% |
| 3M | -2.5% | -4.2% | +1.6% | -1.7% |
| 6M | -7.2% | +1.4% | -8.6% | -7.5% |
| YTD | -7.4% | +1.2% | -8.6% | -7.5% |
| 1Y | +16.4% | -1.3% | +17.7% | +16.7% |
| 3Y | +178.7% | +36.6% | +142.2% | +160.6% |
| 5Y | +121.7% | +34.3% | +87.4% | +105.1% |
| 10Y | +208.6% | +241.1% | -32.4% | +136.4% |
| All | +82.9% | +175.2% | -92.3% | +43.2% |
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