+32.7%
FITB vs XHB
-2.2%
+34.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +9.8% | +9.9% | -0.2% | +5.0% |
| 3M | -5.2% | -6.3% | +1.1% | -2.6% |
| 6M | +17.3% | +3.8% | +13.5% | +13.5% |
| YTD | +19.3% | +0.1% | +19.2% | +16.2% |
| 1Y | +32.7% | -0.8% | +33.5% | +30.0% |
| All | +32.7% | -2.2% | +34.9% | +30.0% |
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