-52.5%
C vs XHB
+173.9%
-226.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.1% |
| 7D | +3.6% | -1.3% | +4.9% | +4.8% |
| 30D | +0.1% | -6.9% | +6.9% | +6.2% |
| 3M | +2.4% | -1.3% | +3.7% | +2.2% |
| 6M | +24.9% | -6.8% | +31.7% | +30.2% |
| YTD | +19.8% | +0.7% | +19.1% | +15.6% |
| 1Y | +44.9% | -11.2% | +56.1% | +55.0% |
| 3Y | +263.0% | +25.3% | +237.6% | +168.3% |
| 5Y | +129.5% | +37.3% | +92.2% | +46.4% |
| 10Y | +291.6% | +211.5% | +80.1% | +8.9% |
| All | -52.5% | +173.9% | -226.3% | -92.5% |
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