+489.4%
NDAQ vs XHB
+234.8%
+254.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | +1.7% | -2.4% | +4.1% | +2.7% |
| 30D | +16.2% | +7.1% | +9.2% | +12.7% |
| 3M | +14.0% | -6.0% | +19.9% | +16.7% |
| 6M | +22.3% | +2.1% | +20.2% | +19.8% |
| YTD | +13.0% | -0.6% | +13.6% | +10.7% |
| 1Y | +24.0% | -3.3% | +27.3% | +22.8% |
| 3Y | +117.1% | +34.1% | +83.0% | +76.4% |
| 5Y | +67.5% | +28.6% | +38.9% | +35.7% |
| All | +489.4% | +234.8% | +254.6% | +171.7% |
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