+957.8%
ON vs XHB
+175.0%
+782.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.3% | -4.1% | +7.5% | +7.3% |
| 30D | -3.1% | +9.6% | -12.8% | -10.6% |
| 3M | -9.2% | -6.0% | -3.2% | -5.1% |
| 6M | -31.4% | +2.2% | -33.6% | -33.2% |
| YTD | +36.0% | +1.1% | +34.8% | +32.9% |
| 1Y | +52.0% | -1.7% | +53.7% | +52.1% |
| 3Y | +9.3% | +36.5% | -27.2% | -15.7% |
| 5Y | +26.5% | +33.5% | -7.0% | +1.8% |
| 10Y | +556.1% | +240.9% | +315.2% | +179.6% |
| All | +957.8% | +175.0% | +782.7% | +322.0% |
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 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