+425.9%
CARR vs XHB
+315.0%
+110.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -0.9% |
| 7D | +0.6% | -1.9% | +2.6% | +2.1% |
| 30D | -8.7% | -8.3% | -0.3% | -2.9% |
| 3M | -18.4% | -7.1% | -11.2% | -14.0% |
| 6M | -0.6% | -5.3% | +4.6% | +3.4% |
| YTD | +10.9% | -3.2% | +14.1% | +13.7% |
| 1Y | -7.3% | -13.9% | +6.6% | +2.9% |
| 3Y | +2.9% | +24.9% | -22.0% | -12.0% |
| 5Y | +9.6% | +34.5% | -24.9% | -12.3% |
| All | +425.9% | +315.0% | +110.9% | +192.9% |
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