+48.0%
D vs XHB
+257.8%
-209.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.6% |
| 7D | +0.8% | +1.3% | -0.6% | +0.3% |
| 30D | +10.7% | +11.8% | -1.1% | +7.1% |
| 3M | +2.3% | -3.8% | +6.1% | +3.3% |
| 6M | +12.5% | +4.1% | +8.4% | +10.5% |
| YTD | +20.1% | +4.0% | +16.1% | +17.5% |
| 1Y | +15.6% | +1.6% | +14.0% | +13.7% |
| 3Y | +75.2% | +43.2% | +32.0% | +51.2% |
| 5Y | +14.6% | +35.8% | -21.2% | -1.4% |
| All | +48.0% | +257.8% | -209.9% | -10.4% |
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