+649.0%
P vs XHB
+234.8%
+414.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +4.6% |
| 7D | +17.8% | -2.4% | +20.3% | +19.9% |
| 30D | -29.9% | +7.1% | -36.9% | -34.0% |
| 3M | -1.2% | -6.0% | +4.8% | +2.2% |
| 6M | +32.1% | +2.1% | +30.1% | +27.3% |
| YTD | +64.3% | -0.6% | +64.9% | +59.0% |
| 1Y | +24.3% | -3.3% | +27.6% | +22.2% |
| 3Y | +203.2% | +34.1% | +169.1% | +117.6% |
| 5Y | +290.4% | +28.6% | +261.8% | +184.1% |
| All | +649.0% | +234.8% | +414.1% | +132.6% |
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