+291.3%
IR vs XHB
+195.8%
+95.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.6% |
| 7D | -2.8% | -1.3% | -1.5% | -1.9% |
| 30D | -15.1% | -6.9% | -8.3% | -10.7% |
| 3M | +6.1% | -1.3% | +7.3% | +6.9% |
| 6M | -16.8% | -6.8% | -10.0% | -12.4% |
| YTD | -3.5% | +0.7% | -4.3% | -3.9% |
| 1Y | -3.5% | -11.2% | +7.7% | +5.2% |
| 3Y | +9.5% | +25.3% | -15.9% | -9.2% |
| 5Y | +45.1% | +37.3% | +7.8% | +10.7% |
| All | +291.3% | +195.8% | +95.4% | +62.5% |
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