+968.7%
ON vs XHB
+173.9%
+794.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.2% |
| 7D | +2.4% | -1.3% | +3.7% | +3.5% |
| 30D | -3.3% | -6.9% | +3.6% | +2.2% |
| 3M | -43.6% | -1.3% | -42.3% | -43.4% |
| 6M | +19.0% | -6.8% | +25.7% | +25.2% |
| YTD | +37.4% | +0.7% | +36.6% | +35.2% |
| 1Y | +54.8% | -11.2% | +66.0% | +68.6% |
| 3Y | -25.2% | +25.3% | -50.5% | -38.1% |
| 5Y | +62.7% | +37.3% | +25.4% | +28.6% |
| 10Y | +574.3% | +211.5% | +362.8% | +205.8% |
| All | +968.7% | +173.9% | +794.8% | +329.1% |
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 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