+76.2%
O vs XHB
+237.3%
-161.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +7.1% | +9.9% | -2.8% | +2.2% |
| 3M | -5.2% | -6.3% | +1.1% | -2.7% |
| 6M | -1.8% | +3.8% | -5.6% | -4.7% |
| YTD | +9.1% | +0.1% | +8.9% | +6.6% |
| 1Y | +9.7% | -0.8% | +10.5% | +7.5% |
| 3Y | +39.1% | +35.6% | +3.5% | +9.0% |
| 5Y | +8.4% | +29.6% | -21.2% | -15.2% |
| All | +76.2% | +237.3% | -161.1% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling