+81.0%
F vs XHB
+271.6%
-190.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -2.9% | -2.1% |
| 7D | -0.6% | +1.3% | -2.0% | -1.8% |
| 30D | +2.9% | +11.8% | -8.9% | -5.9% |
| 3M | -9.5% | -3.8% | -5.6% | -7.1% |
| 6M | +4.0% | +4.1% | -0.1% | -0.7% |
| YTD | -1.3% | +4.0% | -5.2% | -6.5% |
| 1Y | -1.9% | +1.6% | -3.5% | -5.6% |
| 3Y | +53.5% | +43.2% | +10.3% | +7.2% |
| 5Y | -15.1% | +35.8% | -51.0% | -38.8% |
| 10Y | +81.0% | +259.3% | -178.3% | -43.8% |
| All | +81.0% | +271.6% | -190.6% | -43.8% |
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 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