-51.7%
FIG vs XHB
+5.8%
-57.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.4% | -0.2% | +5.5% |
| 7D | -4.7% | +9.7% | -14.4% | -4.0% |
| 30D | +0.5% | +11.7% | -11.1% | +1.2% |
| 3M | -18.4% | -1.4% | -17.0% | -20.0% |
| 6M | +10.9% | +6.8% | +4.1% | +10.7% |
| YTD | -40.8% | +5.5% | -46.3% | -42.8% |
| 1Y | -51.7% | +5.1% | -56.8% | -54.1% |
| All | -51.7% | +5.8% | -57.5% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling