+388.8%
GH vs XHB
+178.8%
+210.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -2.2% |
| 7D | -2.5% | -4.6% | +2.1% | +1.0% |
| 30D | -4.7% | -9.1% | +4.4% | +2.1% |
| 3M | +20.2% | -8.6% | +28.8% | +27.1% |
| 6M | +78.8% | -4.0% | +82.8% | +81.1% |
| YTD | +54.1% | -3.9% | +58.0% | +54.6% |
| 1Y | +177.1% | -16.5% | +193.5% | +207.2% |
| 3Y | +371.6% | +22.6% | +349.1% | +276.8% |
| 5Y | +21.9% | +33.9% | -12.0% | -9.9% |
| All | +388.8% | +178.8% | +210.0% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling