+149.3%
EXC vs XHB
+175.0%
-25.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -1.4% | -4.1% | +2.7% | -0.1% |
| 30D | +8.3% | +9.6% | -1.3% | +5.1% |
| 3M | +2.6% | -6.0% | +8.6% | +4.3% |
| 6M | +5.2% | +2.2% | +3.0% | +3.8% |
| YTD | +7.5% | +1.1% | +6.4% | +5.7% |
| 1Y | +3.2% | -1.7% | +4.9% | +2.2% |
| 3Y | +29.5% | +36.5% | -6.9% | +12.0% |
| 5Y | +39.7% | +33.5% | +6.2% | +18.9% |
| 10Y | +200.1% | +240.9% | -40.9% | +83.4% |
| All | +149.3% | +175.0% | -25.7% | +37.2% |
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 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