+26.4%
P vs XHB
-9.3%
+35.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +6.5% | -1.3% | +7.8% | +7.0% |
| 30D | +18.8% | -6.9% | +25.7% | +21.4% |
| 3M | +26.7% | -1.3% | +28.0% | +26.9% |
| 6M | +62.2% | -6.8% | +69.0% | +63.1% |
| YTD | +48.5% | +0.7% | +47.8% | +48.7% |
| 1Y | +26.4% | -11.2% | +37.6% | +30.2% |
| All | +26.4% | -9.3% | +35.6% | +30.2% |
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