+208.8%
C vs XHB
+248.4%
-39.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +2.0% |
| 7D | -0.4% | +1.2% | -1.5% | -1.3% |
| 30D | -5.2% | +8.9% | -14.0% | -10.9% |
| 3M | -9.1% | -4.2% | -4.9% | -7.1% |
| 6M | -1.6% | +1.4% | -2.9% | -4.1% |
| YTD | +6.9% | +1.2% | +5.7% | +3.2% |
| 1Y | +23.0% | -1.3% | +24.2% | +20.5% |
| 3Y | +216.1% | +36.6% | +179.6% | +131.8% |
| 5Y | +112.2% | +34.3% | +78.0% | +52.0% |
| 10Y | +208.8% | +241.1% | -32.3% | -7.4% |
| All | +208.8% | +248.4% | -39.6% | -7.4% |
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