+865.8%
NDAQ vs XHB
+170.3%
+695.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | +0.1% |
| 7D | +1.7% | -2.4% | +4.1% | +3.1% |
| 30D | +16.2% | +7.1% | +9.2% | +11.5% |
| 3M | +14.0% | -6.0% | +19.9% | +17.6% |
| 6M | +22.3% | +2.1% | +20.2% | +18.8% |
| YTD | +13.0% | -0.6% | +13.6% | +9.7% |
| 1Y | +24.0% | -3.3% | +27.3% | +22.1% |
| 3Y | +117.1% | +34.1% | +83.0% | +67.2% |
| 5Y | +67.5% | +28.6% | +38.9% | +28.0% |
| 10Y | +474.3% | +235.0% | +239.2% | +118.7% |
| All | +865.8% | +170.3% | +695.6% | +190.7% |
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 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