+32.6%
NET vs XHB
+42.0%
-9.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -7.1% |
| 7D | -16.4% | +9.7% | -26.1% | -23.4% |
| 30D | -25.8% | +11.7% | -37.5% | -33.4% |
| 3M | -11.5% | -1.4% | -10.2% | -11.8% |
| 6M | +18.9% | +6.8% | +12.1% | +8.2% |
| YTD | +35.2% | +5.5% | +29.7% | +19.4% |
| 1Y | +14.5% | +5.1% | +9.3% | +0.8% |
| 3Y | +313.8% | +42.4% | +271.4% | +99.3% |
| 5Y | +32.6% | +41.6% | -9.0% | -40.7% |
| All | +32.6% | +42.0% | -9.4% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling