-15.8%
F vs XHB
+33.2%
-49.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.4% |
| 7D | +1.6% | +1.3% | +0.2% | +0.5% |
| 30D | +2.6% | +7.8% | -5.2% | -3.1% |
| 3M | -8.8% | -5.5% | -3.3% | -5.3% |
| 6M | +4.6% | -2.6% | +7.2% | +5.2% |
| YTD | -1.9% | +0.4% | -2.2% | -4.4% |
| 1Y | -0.8% | -1.0% | +0.2% | -2.4% |
| 3Y | +43.5% | +37.3% | +6.2% | +1.2% |
| All | -15.8% | +33.2% | -49.0% | -38.9% |
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 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