+105.9%
C vs XHB
+33.2%
+72.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | -2.4% | +1.3% | -3.7% | -3.1% |
| 30D | -6.0% | +7.8% | -13.8% | -9.6% |
| 3M | -10.5% | -5.5% | -5.1% | -8.4% |
| 6M | -5.7% | -2.6% | -3.1% | -5.4% |
| YTD | +4.1% | +0.4% | +3.8% | +2.3% |
| 1Y | +20.5% | -1.0% | +21.5% | +19.0% |
| 3Y | +208.1% | +37.3% | +170.8% | +149.8% |
| All | +105.9% | +33.2% | +72.7% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling