+665.4%
EXPE vs XHB
+175.2%
+490.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.6% | -0.4% |
| 7D | -11.2% | +1.2% | -12.4% | -11.5% |
| 30D | -7.5% | +8.9% | -16.3% | -11.8% |
| 3M | -19.1% | -4.2% | -14.9% | -16.3% |
| 6M | +10.7% | +1.4% | +9.4% | +10.1% |
| YTD | -9.9% | +1.2% | -11.1% | -11.5% |
| 1Y | -4.6% | -1.3% | -3.3% | -4.6% |
| 3Y | +116.8% | +36.6% | +80.2% | +71.5% |
| 5Y | +38.6% | +34.3% | +4.3% | +10.9% |
| 10Y | +115.9% | +241.1% | -125.2% | -2.5% |
| All | +665.4% | +175.2% | +490.1% | +132.4% |
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