-11.4%
MSCI vs XHB
+37.2%
-48.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -2.6% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -1.7% | -9.1% | +7.3% | +2.9% |
| 3M | -8.2% | -2.3% | -5.9% | -8.2% |
| 6M | -2.4% | -4.1% | +1.7% | -2.2% |
| YTD | -2.8% | -1.7% | -1.1% | -4.9% |
| 1Y | -2.7% | -15.1% | +12.4% | +3.5% |
| 3Y | +7.3% | +26.8% | -19.5% | -19.5% |
| 5Y | -11.4% | +37.3% | -48.8% | -38.3% |
| All | -11.4% | +37.2% | -48.6% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling