+227.5%
LOW vs XHB
+215.4%
+12.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -1.2% |
| 7D | -3.7% | -4.6% | +0.9% | 0.0% |
| 30D | -8.9% | -9.1% | +0.3% | -1.6% |
| 3M | -10.4% | -8.6% | -1.9% | -3.9% |
| 6M | -19.4% | -4.0% | -15.4% | -17.2% |
| YTD | -17.1% | -3.9% | -13.2% | -15.0% |
| 1Y | -26.3% | -16.5% | -9.8% | -15.6% |
| 3Y | -9.9% | +22.6% | -32.5% | -26.9% |
| 5Y | +6.1% | +33.9% | -27.8% | -21.6% |
| All | +227.5% | +215.4% | +12.1% | +14.6% |
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 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