+61.9%
D vs XHB
+26.5%
+35.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.1% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | -0.7% | -9.1% | +8.3% | +1.4% |
| 3M | +2.1% | -2.3% | +4.4% | +2.3% |
| 6M | +6.8% | -4.1% | +10.9% | +7.4% |
| YTD | +16.5% | -1.7% | +18.2% | +16.3% |
| 1Y | +19.2% | -15.1% | +34.3% | +23.3% |
| 3Y | +61.9% | +26.8% | +35.0% | +34.3% |
| All | +61.9% | +26.5% | +35.4% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling