+233.4%
EQX vs XHB
+223.0%
+10.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.7% | -4.2% |
| 7D | -7.0% | -5.2% | -1.8% | -5.2% |
| 30D | +4.8% | -12.1% | +17.0% | +10.0% |
| 3M | +25.6% | -6.2% | +31.9% | +28.5% |
| 6M | -25.8% | -6.7% | -19.1% | -23.9% |
| YTD | -12.7% | -5.5% | -7.3% | -11.1% |
| 1Y | +14.1% | -15.6% | +29.7% | +20.5% |
| 3Y | +165.7% | +22.0% | +143.8% | +139.8% |
| 5Y | +81.2% | +31.8% | +49.4% | +53.1% |
| All | +233.4% | +223.0% | +10.4% | +244.8% |
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