+46.4%
GH vs XHB
+28.9%
+17.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -6.9% | +9.9% | -16.9% | -15.0% |
| 3M | -4.9% | -6.3% | +1.4% | -0.8% |
| 6M | +54.1% | +3.8% | +50.2% | +44.9% |
| YTD | +48.5% | +0.1% | +48.4% | +41.1% |
| 1Y | +61.2% | -0.8% | +62.0% | +53.3% |
| 3Y | +570.3% | +35.6% | +534.7% | +312.8% |
| All | +46.4% | +28.9% | +17.5% | -18.0% |
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 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