+17.1%
D vs XHB
-1.4%
+18.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.7% |
| 7D | +2.4% | +1.2% | +1.2% | +2.1% |
| 30D | +10.9% | +8.9% | +2.1% | +9.2% |
| 3M | +2.8% | -4.2% | +7.0% | +3.2% |
| 6M | +12.7% | +1.4% | +11.4% | +12.1% |
| YTD | +20.3% | +1.2% | +19.1% | +20.5% |
| 1Y | +17.1% | -1.3% | +18.4% | +17.3% |
| All | +17.1% | -1.4% | +18.5% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling