+5,993.3%
FIX vs XHB
+204.2%
+5,789.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +4.3% |
| 7D | +6.1% | +0.2% | +5.9% | +5.8% |
| 30D | -2.7% | -9.1% | +6.4% | +4.6% |
| 3M | -10.9% | -2.3% | -8.6% | -10.0% |
| 6M | +29.0% | -4.1% | +33.1% | +32.4% |
| YTD | +76.9% | -1.7% | +78.6% | +77.0% |
| 1Y | +130.7% | -15.1% | +145.9% | +158.7% |
| 3Y | +790.7% | +26.8% | +763.8% | +604.4% |
| 5Y | +2,185.6% | +37.3% | +2,148.2% | +1,561.8% |
| 10Y | +5,993.3% | +205.7% | +5,787.6% | +1,990.7% |
| All | +5,993.3% | +204.2% | +5,789.1% | +1,990.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling