+72.2%
F vs XHB
+248.4%
-176.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | +0.1% |
| 7D | -0.2% | +1.2% | -1.4% | -1.3% |
| 30D | +0.9% | +8.9% | -8.0% | -5.8% |
| 3M | -11.3% | -4.2% | -7.2% | -8.8% |
| 6M | +2.0% | +1.4% | +0.7% | -0.6% |
| YTD | -3.2% | +1.2% | -4.4% | -6.4% |
| 1Y | -3.5% | -1.3% | -2.2% | -5.0% |
| 3Y | +48.1% | +36.6% | +11.5% | +7.4% |
| 5Y | -13.5% | +34.3% | -47.8% | -37.1% |
| 10Y | +72.2% | +241.1% | -168.9% | -43.9% |
| All | +72.2% | +248.4% | -176.3% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling