+2,742.2%
EW vs XHB
+170.3%
+2,571.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | +4.9% | -2.4% | +7.4% | +5.8% |
| 30D | +24.1% | +7.1% | +17.0% | +21.2% |
| 3M | +13.7% | -6.0% | +19.7% | +15.7% |
| 6M | +32.7% | +2.1% | +30.6% | +31.0% |
| YTD | +24.1% | -0.6% | +24.7% | +22.9% |
| 1Y | +23.6% | -3.3% | +26.9% | +23.4% |
| 3Y | +64.8% | +34.1% | +30.7% | +43.9% |
| 5Y | -8.8% | +28.6% | -37.4% | -20.2% |
| 10Y | +248.8% | +235.0% | +13.7% | +122.9% |
| All | +2,742.2% | +170.3% | +2,571.9% | +1,547.3% |
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