+696.9%
P vs XHB
+202.9%
+494.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -2.9% |
| 7D | +5.0% | -1.9% | +6.9% | +6.5% |
| 30D | -0.9% | -8.3% | +7.4% | +5.7% |
| 3M | +38.7% | -7.1% | +45.8% | +45.5% |
| 6M | +54.4% | -5.3% | +59.6% | +57.8% |
| YTD | +44.8% | -3.2% | +48.0% | +44.6% |
| 1Y | +22.5% | -13.9% | +36.4% | +32.9% |
| 3Y | +148.2% | +24.9% | +123.3% | +90.5% |
| 5Y | +268.9% | +34.5% | +234.4% | +158.9% |
| 10Y | +696.9% | +215.5% | +481.4% | +147.7% |
| All | +696.9% | +202.9% | +494.0% | +147.7% |
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