+678.0%
EXPE vs XHB
+172.3%
+505.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -6.1% | +9.9% | -16.0% | -11.1% |
| 3M | -21.3% | -6.3% | -15.0% | -17.4% |
| 6M | +19.0% | +3.8% | +15.2% | +16.4% |
| YTD | -8.4% | +0.1% | -8.6% | -9.4% |
| 1Y | -2.8% | -0.8% | -2.0% | -3.1% |
| 3Y | +120.8% | +35.6% | +85.1% | +75.4% |
| 5Y | +46.2% | +29.6% | +16.6% | +19.7% |
| 10Y | +123.8% | +237.5% | -113.7% | +1.8% |
| All | +678.0% | +172.3% | +505.7% | +137.8% |
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