+45.8%
ON vs XHB
-16.2%
+62.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +0.6% |
| 7D | -4.7% | -5.2% | +0.5% | -0.8% |
| 30D | -13.5% | -12.1% | -1.3% | -5.0% |
| 3M | -36.3% | -6.2% | -30.1% | -34.0% |
| 6M | +17.8% | -6.7% | +24.5% | +21.5% |
| YTD | +29.6% | -5.5% | +35.0% | +32.5% |
| 1Y | +45.8% | -15.6% | +61.4% | +65.1% |
| All | +45.8% | -16.2% | +62.0% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling