-57.7%
C vs XHB
+182.7%
-240.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | -0.7% |
| 7D | -0.9% | +1.3% | -2.2% | -2.2% |
| 30D | -5.4% | +11.8% | -17.2% | -14.7% |
| 3M | -9.2% | -3.8% | -5.3% | -7.1% |
| 6M | -1.8% | +4.1% | -5.9% | -7.4% |
| YTD | +6.7% | +4.0% | +2.7% | -0.7% |
| 1Y | +23.5% | +1.6% | +22.0% | +16.8% |
| 3Y | +219.8% | +43.2% | +176.6% | +108.7% |
| 5Y | +112.4% | +35.8% | +76.6% | +36.3% |
| 10Y | +220.1% | +259.3% | -39.2% | -22.8% |
| All | -57.7% | +182.7% | -240.3% | -93.6% |
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