+3.2%
EXC vs XHB
-1.7%
+4.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -1.4% | -4.1% | +2.7% | -0.9% |
| 30D | +8.3% | +9.6% | -1.3% | +7.4% |
| 3M | +2.6% | -6.0% | +8.6% | +2.6% |
| 6M | +5.2% | +2.2% | +3.0% | +5.0% |
| YTD | +7.5% | +1.1% | +6.4% | +6.7% |
| 1Y | +3.2% | -1.7% | +4.9% | +2.2% |
| All | +3.2% | -1.7% | +4.8% | +2.2% |
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