+523.3%
ON vs XHB
+237.3%
+286.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.4% | -4.4% |
| 7D | +12.2% | -0.2% | +12.5% | +12.5% |
| 30D | -3.1% | +9.9% | -13.1% | -13.3% |
| 3M | -12.9% | -6.3% | -6.6% | -7.5% |
| 6M | -38.6% | +3.8% | -42.4% | -42.2% |
| YTD | +31.2% | +0.1% | +31.1% | +27.1% |
| 1Y | +47.6% | -0.8% | +48.5% | +44.2% |
| 3Y | +6.6% | +35.6% | -29.0% | -28.5% |
| 5Y | +21.3% | +29.6% | -8.3% | -13.5% |
| All | +523.3% | +237.3% | +286.0% | +47.1% |
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