+878.0%
NDAQ vs XHB
+175.2%
+702.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.9% |
| 7D | +2.9% | +1.2% | +1.7% | +2.0% |
| 30D | +17.5% | +8.9% | +8.6% | +11.6% |
| 3M | +15.4% | -4.2% | +19.6% | +17.7% |
| 6M | +24.6% | +1.4% | +23.3% | +21.6% |
| YTD | +14.4% | +1.2% | +13.2% | +10.0% |
| 1Y | +26.9% | -1.3% | +28.2% | +23.5% |
| 3Y | +119.8% | +36.6% | +83.3% | +67.5% |
| 5Y | +70.5% | +34.3% | +36.2% | +26.8% |
| 10Y | +475.8% | +241.1% | +234.7% | +117.1% |
| All | +878.0% | +175.2% | +702.8% | +191.3% |
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