+270.4%
F vs XHB
+173.9%
+96.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.8% |
| 7D | +5.3% | -1.3% | +6.6% | +6.3% |
| 30D | +4.6% | -6.9% | +11.5% | +9.9% |
| 3M | -3.7% | -1.3% | -2.4% | -3.6% |
| 6M | +16.8% | -6.8% | +23.6% | +21.3% |
| YTD | +15.3% | +0.7% | +14.6% | +12.9% |
| 1Y | +31.0% | -11.2% | +42.2% | +40.0% |
| 3Y | +45.4% | +25.3% | +20.1% | +18.6% |
| 5Y | +54.7% | +37.3% | +17.3% | +18.8% |
| 10Y | +98.2% | +211.5% | -113.3% | -15.3% |
| All | +270.4% | +173.9% | +96.5% | +5.4% |
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