+49.1%
D vs XHB
+237.3%
-188.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +7.7% | +9.9% | -2.2% | +4.7% |
| 3M | -0.3% | -6.3% | +6.0% | +1.4% |
| 6M | +10.1% | +3.8% | +6.2% | +8.2% |
| YTD | +19.1% | +0.1% | +18.9% | +17.8% |
| 1Y | +15.9% | -0.8% | +16.7% | +14.8% |
| 3Y | +75.0% | +35.6% | +39.4% | +53.5% |
| 5Y | +13.4% | +29.6% | -16.2% | -1.0% |
| All | +49.1% | +237.3% | -188.2% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling