+1,040.7%
NI vs XHB
+167.3%
+873.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +2.0% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | -1.7% | -9.1% | +7.4% | +1.2% |
| 3M | -8.0% | -2.3% | -5.7% | -7.7% |
| 6M | -8.6% | -4.1% | -4.5% | -8.2% |
| YTD | +2.3% | -1.7% | +4.0% | +1.8% |
| 1Y | +6.9% | -15.1% | +22.0% | +11.3% |
| 3Y | +70.6% | +26.8% | +43.7% | +52.1% |
| 5Y | +96.4% | +37.3% | +59.0% | +66.6% |
| 10Y | +136.1% | +205.7% | -69.5% | +47.7% |
| All | +1,040.7% | +167.3% | +873.4% | +488.6% |
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