+695.0%
O vs XHB
+173.9%
+521.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | -0.7% | -1.3% | +0.5% | -0.1% |
| 30D | -1.9% | -6.9% | +5.0% | +1.9% |
| 3M | +3.8% | -1.3% | +5.1% | +3.6% |
| 6M | -4.7% | -6.8% | +2.0% | -2.6% |
| YTD | +12.5% | +0.7% | +11.7% | +9.6% |
| 1Y | +10.8% | -11.2% | +22.1% | +15.4% |
| 3Y | +28.8% | +25.3% | +3.4% | +4.4% |
| 5Y | +13.2% | +37.3% | -24.1% | -16.8% |
| 10Y | +53.5% | +211.5% | -158.1% | -35.1% |
| All | +695.0% | +173.9% | +521.1% | +125.5% |
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