+2,739.7%
MSCI vs XHB
+515.0%
+2,224.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.7% | -1.2% |
| 7D | +1.5% | +1.3% | +0.1% | +0.7% |
| 30D | +14.4% | +11.8% | +2.6% | +7.4% |
| 3M | +15.2% | -3.8% | +19.0% | +17.3% |
| 6M | +11.2% | +4.1% | +7.1% | +7.1% |
| YTD | +13.9% | +4.0% | +10.0% | +8.0% |
| 1Y | +12.5% | +1.6% | +10.9% | +7.9% |
| 3Y | +32.3% | +43.2% | -10.9% | -1.0% |
| 5Y | +4.9% | +35.8% | -31.0% | -19.3% |
| 10Y | +779.7% | +259.3% | +520.4% | +270.4% |
| All | +2,739.7% | +515.0% | +2,224.7% | +666.0% |
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 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