+631.0%
MSCI vs XHB
+202.9%
+428.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | -1.1% | -1.9% | +0.8% | 0.0% |
| 30D | -1.2% | -8.3% | +7.2% | +3.6% |
| 3M | -8.4% | -7.1% | -1.3% | -5.6% |
| 6M | -1.0% | -5.3% | +4.2% | -0.1% |
| YTD | -2.3% | -3.2% | +0.9% | -3.6% |
| 1Y | -1.2% | -13.9% | +12.7% | +4.2% |
| 3Y | +7.9% | +24.9% | -17.0% | -15.3% |
| 5Y | -10.1% | +34.5% | -44.6% | -33.7% |
| 10Y | +631.0% | +215.5% | +415.5% | +193.0% |
| All | +631.0% | +202.9% | +428.1% | +193.0% |
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