+15.2%
D vs XHB
+33.2%
-18.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | +3.0% | +1.3% | +1.7% | +2.7% |
| 30D | +11.5% | +7.8% | +3.7% | +9.6% |
| 3M | +3.7% | -5.5% | +9.2% | +4.9% |
| 6M | +13.5% | -2.6% | +16.1% | +13.8% |
| YTD | +20.7% | +0.4% | +20.4% | +19.8% |
| 1Y | +18.2% | -1.0% | +19.2% | +17.6% |
| 3Y | +73.3% | +37.3% | +36.0% | +56.5% |
| All | +15.2% | +33.2% | -18.0% | -1.5% |
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