-64.8%
MOD vs XHB
-2.0%
-62.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.3% |
| 7D | -25.5% | +1.3% | -26.9% | -26.7% |
| 30D | -49.0% | +7.8% | -56.8% | -52.6% |
| 3M | -49.8% | -5.5% | -44.4% | -46.8% |
| 6M | -64.8% | -2.6% | -62.2% | -63.7% |
| All | -64.8% | -2.0% | -62.7% | -63.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling