+286.5%
C vs XHB
+204.2%
+82.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +1.0% |
| 7D | +3.2% | +0.2% | +3.0% | +3.0% |
| 30D | +1.3% | -9.1% | +10.4% | +7.9% |
| 3M | +3.1% | -2.3% | +5.4% | +3.8% |
| 6M | +29.6% | -4.1% | +33.7% | +31.5% |
| YTD | +19.0% | -1.7% | +20.7% | +17.9% |
| 1Y | +45.6% | -15.1% | +60.8% | +59.5% |
| 3Y | +269.3% | +26.8% | +242.4% | +187.2% |
| 5Y | +131.6% | +37.3% | +94.2% | +62.3% |
| 10Y | +286.5% | +205.7% | +80.9% | +28.2% |
| All | +286.5% | +204.2% | +82.3% | +28.2% |
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 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