+50.9%
O vs XHB
+210.4%
-159.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.2% |
| 7D | -3.5% | -5.2% | +1.7% | -1.0% |
| 30D | -3.3% | -12.1% | +8.8% | +2.7% |
| 3M | -2.8% | -6.2% | +3.4% | -0.5% |
| 6M | -5.8% | -6.7% | +0.9% | -4.0% |
| YTD | +9.4% | -5.5% | +14.8% | +10.3% |
| 1Y | +5.7% | -15.6% | +21.3% | +12.4% |
| 3Y | +27.2% | +22.0% | +5.2% | +5.6% |
| 5Y | +17.2% | +31.8% | -14.6% | -10.2% |
| All | +50.9% | +210.4% | -159.5% | -38.4% |
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