+18,917.1%
FIX vs XHB
+173.9%
+18,743.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.3% |
| 7D | +6.0% | -1.3% | +7.3% | +6.9% |
| 30D | -7.2% | -6.9% | -0.4% | -2.9% |
| 3M | -15.9% | -1.3% | -14.6% | -15.5% |
| 6M | +12.7% | -6.8% | +19.5% | +18.0% |
| YTD | +72.8% | +0.7% | +72.1% | +70.7% |
| 1Y | +122.9% | -11.2% | +134.1% | +138.8% |
| 3Y | +774.3% | +25.3% | +749.0% | +638.2% |
| 5Y | +2,049.5% | +37.3% | +2,012.2% | +1,590.6% |
| 10Y | +5,821.5% | +211.5% | +5,609.9% | +2,668.3% |
| All | +18,917.1% | +173.9% | +18,743.2% | +7,677.0% |
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 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