+297.2%
MOD vs XHB
+172.9%
+124.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +7.1% |
| 7D | -25.5% | +1.3% | -26.9% | -28.0% |
| 30D | -49.0% | +7.8% | -56.8% | -54.0% |
| 3M | -49.8% | -5.5% | -44.4% | -48.6% |
| 6M | -64.8% | -2.6% | -62.2% | -64.9% |
| YTD | -27.6% | +0.4% | -28.0% | -29.4% |
| 1Y | -35.2% | -1.0% | -34.2% | -35.8% |
| 3Y | +137.1% | +37.3% | +99.8% | +73.0% |
| 5Y | +760.3% | +33.7% | +726.6% | +540.7% |
| 10Y | +938.8% | +256.9% | +681.9% | +200.6% |
| All | +297.2% | +172.9% | +124.4% | -9.1% |
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