+7.8%
D vs XHB
+37.5%
-29.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +1.5% | -1.3% | +2.7% | +1.7% |
| 30D | -2.6% | -6.9% | +4.3% | -1.1% |
| 3M | 0.0% | -1.3% | +1.3% | 0.0% |
| 6M | +7.4% | -6.8% | +14.1% | +8.6% |
| YTD | +15.9% | +0.7% | +15.1% | +15.0% |
| 1Y | +18.1% | -11.2% | +29.4% | +20.5% |
| 3Y | +58.4% | +25.3% | +33.0% | +46.0% |
| All | +7.8% | +37.5% | -29.8% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling