+25.7%
NDAQ vs XHB
-2.2%
+27.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +18.0% | +9.9% | +8.0% | +17.2% |
| 3M | +11.5% | -6.3% | +17.8% | +11.3% |
| 6M | +21.1% | +3.8% | +17.2% | +20.6% |
| YTD | +12.8% | +0.1% | +12.7% | +11.2% |
| 1Y | +25.7% | -0.8% | +26.5% | +24.1% |
| All | +25.7% | -2.2% | +27.9% | +24.1% |
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