+14.4%
FIX vs XHB
+5.8%
+8.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.4% | -20.5% | -17.2% |
| 7D | -18.9% | +9.7% | -28.7% | -23.0% |
| 30D | -36.3% | +11.7% | -47.9% | -40.2% |
| 3M | -38.5% | -1.4% | -37.2% | -37.6% |
| 6M | -42.3% | +6.8% | -49.0% | -44.6% |
| YTD | +17.1% | +5.5% | +11.6% | +12.9% |
| 1Y | +14.4% | +5.1% | +9.2% | +10.0% |
| All | +14.4% | +5.8% | +8.6% | +10.0% |
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