+494.2%
FIX vs XHB
+35.8%
+458.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.9% |
| 7D | +9.4% | -0.2% | +9.6% | +9.7% |
| 30D | -27.8% | +9.9% | -37.7% | -33.4% |
| 3M | -35.6% | -6.3% | -29.3% | -33.3% |
| 6M | -45.2% | +3.8% | -49.1% | -47.8% |
| YTD | +19.5% | +0.1% | +19.3% | +16.5% |
| 1Y | +24.2% | -0.8% | +25.0% | +21.7% |
| 3Y | +494.2% | +35.6% | +458.6% | +305.2% |
| All | +494.2% | +35.8% | +458.4% | +305.2% |
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