+106.2%
B vs XHB
+173.9%
-67.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +9.4% | -6.9% | +16.3% | +11.0% |
| 3M | +5.0% | -1.3% | +6.2% | +5.2% |
| 6M | -3.5% | -6.8% | +3.2% | -2.2% |
| YTD | +4.5% | +0.7% | +3.7% | +4.3% |
| 1Y | +67.8% | -11.2% | +79.0% | +71.2% |
| 3Y | +196.7% | +25.3% | +171.4% | +181.5% |
| 5Y | +151.9% | +37.3% | +114.6% | +132.0% |
| 10Y | +202.2% | +211.5% | -9.4% | +134.9% |
| All | +106.2% | +173.9% | -67.7% | +61.6% |
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