+38.7%
EXPE vs XHB
-9.3%
+47.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -2.2% |
| 7D | -9.5% | -1.3% | -8.2% | -8.9% |
| 30D | -6.6% | -6.9% | +0.3% | -3.3% |
| 3M | +31.4% | -1.3% | +32.6% | +31.9% |
| 6M | +35.2% | -6.8% | +42.0% | +38.1% |
| YTD | +5.8% | +0.7% | +5.1% | +1.7% |
| 1Y | +38.7% | -11.2% | +49.9% | +38.6% |
| All | +38.7% | -9.3% | +47.9% | +38.6% |
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