+11.7%
NOK vs XHB
+167.3%
-155.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +7.4% |
| 7D | +7.3% | +0.2% | +7.1% | +7.1% |
| 30D | +13.8% | -9.1% | +22.9% | +18.9% |
| 3M | -27.0% | -2.3% | -24.7% | -26.7% |
| 6M | +37.6% | -4.1% | +41.7% | +39.3% |
| YTD | +64.6% | -1.7% | +66.3% | +63.6% |
| 1Y | +132.0% | -15.1% | +147.1% | +147.0% |
| 3Y | +183.7% | +26.8% | +156.8% | +139.9% |
| 5Y | +101.3% | +37.3% | +63.9% | +60.9% |
| 10Y | +122.4% | +205.7% | -83.3% | +13.6% |
| All | +11.7% | +167.3% | -155.5% | -53.2% |
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