+245.4%
EQT vs XHB
+161.2%
+84.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.3% |
| 7D | -2.0% | -4.6% | +2.6% | 0.0% |
| 30D | 0.0% | -9.1% | +9.1% | +4.1% |
| 3M | +5.9% | -8.6% | +14.5% | +9.3% |
| 6M | -14.8% | -4.0% | -10.8% | -14.8% |
| YTD | +1.8% | -3.9% | +5.7% | +1.0% |
| 1Y | +7.4% | -16.5% | +23.8% | +13.3% |
| 3Y | +33.6% | +22.6% | +11.1% | +13.6% |
| 5Y | +199.3% | +33.9% | +165.4% | +138.9% |
| 10Y | +50.0% | +213.0% | -163.0% | -24.0% |
| All | +245.4% | +161.2% | +84.2% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling