+777.0%
FIX vs XHB
+26.1%
+750.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.2% |
| 7D | +6.0% | -1.3% | +7.3% | +7.0% |
| 30D | -7.2% | -6.9% | -0.4% | -2.5% |
| 3M | -15.9% | -1.3% | -14.6% | -15.6% |
| 6M | +12.7% | -6.8% | +19.5% | +18.0% |
| YTD | +72.8% | +0.7% | +72.1% | +69.8% |
| 1Y | +122.9% | -11.2% | +134.1% | +140.2% |
| All | +777.0% | +26.1% | +750.9% | +574.0% |
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 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