+215.2%
F vs XHB
+172.9%
+42.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.3% |
| 7D | +1.6% | +1.3% | +0.2% | +0.5% |
| 30D | +2.6% | +7.8% | -5.2% | -2.9% |
| 3M | -8.8% | -5.5% | -3.3% | -5.4% |
| 6M | +4.6% | -2.6% | +7.2% | +5.2% |
| YTD | -1.9% | +0.4% | -2.2% | -3.9% |
| 1Y | -0.8% | -1.0% | +0.2% | -2.1% |
| 3Y | +43.5% | +37.3% | +6.2% | +9.7% |
| 5Y | -12.1% | +33.7% | -45.8% | -31.4% |
| 10Y | +83.6% | +256.9% | -173.3% | -28.4% |
| All | +215.2% | +172.9% | +42.3% | -10.4% |
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