+469.1%
P vs XHB
+216.7%
+252.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.6% |
| 7D | -23.8% | +1.3% | -25.1% | -24.9% |
| 30D | -36.6% | +7.8% | -44.4% | -40.6% |
| 3M | +10.9% | -5.5% | +16.3% | +14.1% |
| 6M | +30.0% | -2.6% | +32.6% | +29.7% |
| YTD | +44.4% | +0.4% | +44.0% | +38.9% |
| 1Y | +3.9% | -1.0% | +4.9% | +0.4% |
| 3Y | +176.6% | +37.3% | +139.3% | +96.6% |
| 5Y | +249.3% | +33.7% | +215.6% | +147.8% |
| 10Y | +726.9% | +256.9% | +470.0% | +160.2% |
| All | +469.1% | +216.7% | +252.4% | +75.3% |
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