+399.9%
GH vs XHB
+185.2%
+214.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +1.6% |
| 7D | -2.1% | +0.2% | -2.3% | -2.3% |
| 30D | -4.5% | -9.1% | +4.6% | +2.3% |
| 3M | +28.9% | -2.3% | +31.2% | +29.4% |
| 6M | +76.5% | -4.1% | +80.6% | +79.2% |
| YTD | +57.6% | -1.7% | +59.3% | +55.5% |
| 1Y | +167.5% | -15.1% | +182.6% | +193.1% |
| 3Y | +377.4% | +26.8% | +350.6% | +271.7% |
| 5Y | +23.8% | +37.3% | -13.5% | -10.1% |
| All | +399.9% | +185.2% | +214.7% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling