-25.7%
FN vs XHB
+5.8%
-31.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.4% | -11.4% | -7.3% |
| 7D | -7.0% | +9.7% | -16.7% | -10.1% |
| 30D | -24.7% | +11.7% | -36.4% | -27.9% |
| 3M | -35.7% | -1.4% | -34.3% | -34.8% |
| 6M | -52.4% | +6.8% | -59.2% | -53.7% |
| YTD | -25.0% | +5.5% | -30.4% | -29.7% |
| 1Y | -25.7% | +5.1% | -30.8% | -30.4% |
| All | -25.7% | +5.8% | -31.5% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling