+3,800.0%
FIX vs XHB
+271.6%
+3,528.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +6.6% |
| 7D | -7.2% | +1.3% | -8.6% | -8.9% |
| 30D | -35.1% | +11.8% | -46.9% | -41.5% |
| 3M | -34.3% | -3.8% | -30.4% | -33.5% |
| 6M | -42.9% | +4.1% | -47.0% | -46.1% |
| YTD | +19.5% | +4.0% | +15.5% | +12.5% |
| 1Y | +16.8% | +1.6% | +15.2% | +11.9% |
| 3Y | +506.7% | +43.2% | +463.5% | +328.1% |
| 5Y | +1,046.7% | +35.8% | +1,010.9% | +730.1% |
| 10Y | +3,800.0% | +259.3% | +3,540.7% | +1,040.7% |
| All | +3,800.0% | +271.6% | +3,528.4% | +1,040.7% |
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