+24.2%
EW vs XHB
-1.7%
+25.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +6.5% | -4.1% | +10.6% | +7.4% |
| 30D | +22.5% | +9.6% | +12.9% | +19.9% |
| 3M | +13.0% | -6.0% | +19.0% | +14.3% |
| 6M | +37.1% | +2.2% | +34.9% | +35.8% |
| YTD | +24.1% | +1.1% | +23.0% | +21.9% |
| 1Y | +24.2% | -1.7% | +26.0% | +22.9% |
| All | +24.2% | -1.7% | +25.9% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling