+572.1%
ON vs XHB
+210.4%
+361.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +1.3% |
| 7D | -4.7% | -5.2% | +0.5% | +0.9% |
| 30D | -13.5% | -12.1% | -1.3% | -1.0% |
| 3M | -36.3% | -6.2% | -30.1% | -32.7% |
| 6M | +17.8% | -6.7% | +24.5% | +24.7% |
| YTD | +29.6% | -5.5% | +35.0% | +34.4% |
| 1Y | +45.8% | -15.6% | +61.4% | +70.7% |
| 3Y | -28.3% | +22.0% | -50.3% | -45.6% |
| 5Y | +49.6% | +31.8% | +17.8% | +5.4% |
| All | +572.1% | +210.4% | +361.7% | +94.6% |
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