+758.3%
NDAQ vs XHB
+173.9%
+584.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.8% | -2.4% |
| 7D | -2.4% | -1.3% | -1.2% | -1.7% |
| 30D | +2.5% | -6.9% | +9.3% | +6.5% |
| 3M | +9.9% | -1.3% | +11.2% | +9.7% |
| 6M | +9.4% | -6.8% | +16.2% | +11.7% |
| YTD | +0.4% | +0.7% | -0.3% | -2.9% |
| 1Y | +4.0% | -11.2% | +15.3% | +8.0% |
| 3Y | +94.4% | +25.3% | +69.1% | +56.3% |
| 5Y | +56.7% | +37.3% | +19.4% | +15.1% |
| 10Y | +375.3% | +211.5% | +163.8% | +90.5% |
| All | +758.3% | +173.9% | +584.4% | +157.3% |
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 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