+2,712.9%
EW vs XHB
+182.7%
+2,530.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.4% |
| 7D | +12.3% | +1.3% | +11.0% | +11.7% |
| 30D | +22.9% | +11.8% | +11.1% | +18.4% |
| 3M | +16.7% | -3.8% | +20.5% | +17.9% |
| 6M | +31.0% | +4.1% | +26.9% | +28.5% |
| YTD | +22.8% | +4.0% | +18.9% | +19.9% |
| 1Y | +25.6% | +1.6% | +24.0% | +23.4% |
| 3Y | +62.0% | +43.2% | +18.8% | +38.4% |
| 5Y | -12.8% | +35.8% | -48.6% | -25.0% |
| 10Y | +239.8% | +259.3% | -19.5% | +112.7% |
| All | +2,712.9% | +182.7% | +2,530.2% | +1,507.1% |
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