+680.8%
O vs XHB
+175.0%
+505.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.6% | -4.1% | +4.7% | +2.8% |
| 30D | +9.4% | +9.6% | -0.2% | +3.6% |
| 3M | -2.4% | -6.0% | +3.6% | +0.5% |
| 6M | -1.9% | +2.2% | -4.1% | -4.5% |
| YTD | +10.5% | +1.1% | +9.3% | +6.9% |
| 1Y | +10.0% | -1.7% | +11.7% | +7.9% |
| 3Y | +40.5% | +36.5% | +4.0% | +8.1% |
| 5Y | +10.2% | +33.5% | -23.2% | -17.7% |
| 10Y | +82.5% | +240.9% | -158.5% | -27.1% |
| All | +680.8% | +175.0% | +505.7% | +120.0% |
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