+62.4%
EWY vs XHB
+5.8%
+56.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.3% | -5.7% |
| 7D | -8.3% | +9.7% | -18.1% | -14.7% |
| 30D | -20.5% | +11.7% | -32.2% | -27.5% |
| 3M | -11.1% | -1.4% | -9.8% | -9.9% |
| 6M | -7.0% | +6.8% | -13.8% | -11.2% |
| YTD | +56.5% | +5.5% | +51.0% | +49.8% |
| 1Y | +62.4% | +5.1% | +57.3% | +55.5% |
| All | +62.4% | +5.8% | +56.6% | +55.5% |
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