+29.4%
NDAQ vs XHB
+5.8%
+23.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.9% | +2.0% |
| 7D | +3.9% | +9.7% | -5.8% | +3.0% |
| 30D | +19.0% | +11.7% | +7.3% | +17.6% |
| 3M | +17.6% | -1.4% | +18.9% | +16.7% |
| 6M | +21.0% | +6.8% | +14.2% | +19.9% |
| YTD | +14.1% | +5.5% | +8.6% | +11.7% |
| 1Y | +29.4% | +5.1% | +24.3% | +26.2% |
| All | +29.4% | +5.8% | +23.6% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling