-25.4%
FN vs XHB
-1.4%
-24.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.6% | -2.1% | -3.9% |
| 7D | -4.1% | +1.2% | -5.2% | -4.1% |
| 30D | -28.3% | +8.9% | -37.2% | -30.8% |
| 3M | -33.9% | -4.2% | -29.7% | -32.4% |
| 6M | -43.9% | +1.4% | -45.3% | -44.4% |
| YTD | -23.4% | +1.2% | -24.7% | -27.2% |
| 1Y | -25.4% | -1.3% | -24.1% | -27.4% |
| All | -25.4% | -1.4% | -24.0% | -27.4% |
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