+327.1%
NET vs XHB
+26.1%
+301.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.3% |
| 7D | -7.0% | -1.3% | -5.7% | -6.5% |
| 30D | -4.8% | -6.9% | +2.1% | -2.1% |
| 3M | +3.8% | -1.3% | +5.1% | +3.7% |
| 6M | +50.0% | -6.8% | +56.8% | +52.8% |
| YTD | +41.5% | +0.7% | +40.7% | +37.5% |
| 1Y | +32.8% | -11.2% | +44.1% | +38.1% |
| All | +327.1% | +26.1% | +301.0% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling