+195.6%
EQT vs XHB
+30.9%
+164.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | -1.2% | -5.2% | +4.1% | +0.3% |
| 30D | +1.1% | -12.1% | +13.2% | +4.7% |
| 3M | +4.8% | -6.2% | +11.0% | +6.0% |
| 6M | -10.6% | -6.7% | -3.9% | -9.9% |
| YTD | +3.4% | -5.5% | +8.9% | +3.3% |
| 1Y | +8.7% | -15.6% | +24.3% | +12.8% |
| 3Y | +35.0% | +22.0% | +13.0% | +15.4% |
| All | +195.6% | +30.9% | +164.6% | +132.4% |
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 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