+48.4%
MAR vs XHB
-2.2%
+50.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +13.8% | +9.9% | +3.9% | +8.3% |
| 3M | +20.3% | -6.3% | +26.6% | +23.8% |
| 6M | +21.3% | +3.8% | +17.5% | +16.1% |
| YTD | +37.2% | +0.1% | +37.1% | +35.0% |
| 1Y | +48.4% | -0.8% | +49.3% | +46.5% |
| All | +48.4% | -2.2% | +50.6% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling