+86.9%
B vs XHB
+172.9%
-86.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +9.6% | +1.3% | +8.3% | +9.3% |
| 30D | +3.5% | +7.8% | -4.3% | +1.9% |
| 3M | -1.6% | -5.5% | +3.9% | -0.5% |
| 6M | -1.7% | -2.6% | +0.9% | -1.2% |
| YTD | -5.3% | +0.4% | -5.7% | -5.4% |
| 1Y | +27.2% | -1.0% | +28.2% | +27.4% |
| 3Y | +166.1% | +37.3% | +128.8% | +148.5% |
| 5Y | +136.5% | +33.7% | +102.8% | +118.9% |
| 10Y | +172.2% | +256.9% | -84.7% | +106.7% |
| All | +86.9% | +172.9% | -86.0% | +46.6% |
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