+659.0%
P vs XHB
+257.8%
+401.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +3.7% |
| 7D | -9.6% | +1.3% | -10.9% | -10.5% |
| 30D | -33.4% | +11.8% | -45.2% | -39.2% |
| 3M | +14.2% | -3.8% | +18.0% | +16.2% |
| 6M | +31.6% | +4.1% | +27.5% | +25.1% |
| YTD | +53.5% | +4.0% | +49.5% | +43.9% |
| 1Y | +14.2% | +1.6% | +12.6% | +8.4% |
| 3Y | +190.5% | +43.2% | +147.3% | +98.5% |
| 5Y | +256.3% | +35.8% | +220.5% | +148.8% |
| All | +659.0% | +257.8% | +401.1% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling