+2,315.0%
EW vs XHB
+173.9%
+2,141.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.2% |
| 7D | -0.3% | -1.3% | +0.9% | 0.0% |
| 30D | +1.0% | -6.9% | +7.9% | +3.3% |
| 3M | +2.8% | -1.3% | +4.1% | +2.9% |
| 6M | +5.5% | -6.8% | +12.3% | +7.2% |
| YTD | +5.5% | +0.7% | +4.7% | +4.2% |
| 1Y | +11.0% | -11.2% | +22.3% | +14.1% |
| 3Y | +17.7% | +25.3% | -7.6% | +5.3% |
| 5Y | -25.7% | +37.3% | -63.1% | -36.3% |
| 10Y | +132.8% | +211.5% | -78.7% | +51.8% |
| All | +2,315.0% | +173.9% | +2,141.1% | +1,296.7% |
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