+11,916.0%
FIX vs XHB
+172.9%
+11,743.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +6.4% |
| 7D | -17.5% | +1.3% | -18.8% | -18.9% |
| 30D | -41.6% | +7.8% | -49.4% | -45.3% |
| 3M | -40.6% | -5.5% | -35.1% | -39.4% |
| 6M | -49.4% | -2.6% | -46.8% | -49.6% |
| YTD | +9.2% | +0.4% | +8.8% | +6.5% |
| 1Y | +6.5% | -1.0% | +7.4% | +4.6% |
| 3Y | +448.7% | +37.3% | +411.4% | +329.7% |
| 5Y | +948.7% | +33.7% | +915.0% | +725.3% |
| 10Y | +3,659.7% | +256.9% | +3,402.8% | +1,496.8% |
| All | +11,916.0% | +172.9% | +11,743.2% | +4,748.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling