+216.0%
C vs XHB
+35.8%
+180.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.4% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +2.0% | +9.9% | -8.0% | -2.6% |
| 3M | -10.1% | -6.3% | -3.8% | -7.6% |
| 6M | +1.0% | +3.8% | -2.9% | -1.8% |
| YTD | +8.5% | +0.1% | +8.3% | +6.6% |
| 1Y | +25.7% | -0.8% | +26.5% | +24.0% |
| 3Y | +216.0% | +35.6% | +180.4% | +151.0% |
| All | +216.0% | +35.8% | +180.2% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling