+53.9%
F vs XHB
+37.5%
+16.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.7% |
| 7D | +5.3% | -1.3% | +6.6% | +6.3% |
| 30D | +4.6% | -6.9% | +11.5% | +10.2% |
| 3M | -3.7% | -1.3% | -2.4% | -3.8% |
| 6M | +16.8% | -6.8% | +23.6% | +21.5% |
| YTD | +15.3% | +0.7% | +14.6% | +12.4% |
| 1Y | +31.0% | -11.2% | +42.2% | +40.7% |
| 3Y | +45.4% | +25.3% | +20.1% | +11.2% |
| All | +53.9% | +37.5% | +16.4% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling