-80.9%
FIG vs XHB
-1.8%
-79.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -3.6% |
| 7D | -14.5% | -1.9% | -12.5% | -14.8% |
| 30D | -13.3% | -8.3% | -5.0% | -15.0% |
| 3M | +7.4% | -7.1% | +14.6% | +5.4% |
| 6M | -27.8% | -5.3% | -22.5% | -28.4% |
| YTD | -41.1% | -3.2% | -37.9% | -41.7% |
| 1Y | -58.7% | -13.9% | -44.9% | -61.6% |
| All | -80.9% | -1.8% | -79.1% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling