+35.7%
EW vs XHB
+3.8%
+31.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.7% |
| 7D | +12.3% | +1.3% | +11.0% | +11.7% |
| 30D | +22.9% | +11.8% | +11.1% | +19.7% |
| 3M | +16.7% | -3.8% | +20.5% | +17.3% |
| All | +35.7% | +3.8% | +31.9% | +33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling