+798.9%
EXPE vs XHB
+173.9%
+625.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -2.3% |
| 7D | -9.5% | -1.3% | -8.2% | -8.7% |
| 30D | -6.6% | -6.9% | +0.3% | -2.3% |
| 3M | +31.4% | -1.3% | +32.6% | +32.1% |
| 6M | +35.2% | -6.8% | +42.0% | +39.8% |
| YTD | +5.8% | +0.7% | +5.1% | +3.6% |
| 1Y | +38.7% | -11.2% | +49.9% | +47.3% |
| 3Y | +175.8% | +25.3% | +150.4% | +129.1% |
| 5Y | +111.8% | +37.3% | +74.5% | +65.8% |
| 10Y | +179.7% | +211.5% | -31.8% | +32.0% |
| All | +798.9% | +173.9% | +625.0% | +171.9% |
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