+56.9%
ON vs XHB
+34.8%
+22.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +1.4% |
| 7D | -1.9% | -1.9% | 0.0% | +0.1% |
| 30D | -11.0% | -8.3% | -2.7% | -3.2% |
| 3M | -39.3% | -7.1% | -32.2% | -35.4% |
| 6M | +19.8% | -5.3% | +25.1% | +24.6% |
| YTD | +31.1% | -3.2% | +34.3% | +32.5% |
| 1Y | +46.0% | -13.9% | +59.8% | +66.4% |
| 3Y | -27.5% | +24.9% | -52.4% | -46.3% |
| 5Y | +56.9% | +34.5% | +22.4% | +11.0% |
| All | +56.9% | +34.8% | +22.0% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling