-58.7%
C vs XHB
+172.9%
-231.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.8% |
| 7D | -2.4% | +1.3% | -3.7% | -3.7% |
| 30D | -6.0% | +7.8% | -13.8% | -12.5% |
| 3M | -10.5% | -5.5% | -5.1% | -7.2% |
| 6M | -5.7% | -2.6% | -3.1% | -5.8% |
| YTD | +4.1% | +0.4% | +3.8% | -0.1% |
| 1Y | +20.5% | -1.0% | +21.5% | +16.5% |
| 3Y | +208.1% | +37.3% | +170.8% | +108.7% |
| 5Y | +110.4% | +33.7% | +76.7% | +36.7% |
| 10Y | +234.6% | +256.9% | -22.3% | -19.0% |
| All | -58.7% | +172.9% | -231.5% | -93.5% |
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