+26.1%
GH vs XHB
+33.5%
-7.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.4% |
| 7D | -0.2% | -1.9% | +1.7% | +1.4% |
| 30D | -2.6% | -8.3% | +5.7% | +4.6% |
| 3M | +25.1% | -7.1% | +32.2% | +31.2% |
| 6M | +78.5% | -5.3% | +83.7% | +82.7% |
| YTD | +59.4% | -3.2% | +62.6% | +57.8% |
| 1Y | +173.9% | -13.9% | +187.7% | +199.6% |
| 3Y | +382.7% | +24.9% | +357.8% | +231.4% |
| All | +26.1% | +33.5% | -7.4% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling