+485.4%
P vs XHB
+217.9%
+267.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.7% |
| 7D | +6.5% | -1.3% | +7.8% | +7.5% |
| 30D | +18.8% | -6.9% | +25.7% | +25.0% |
| 3M | +26.7% | -1.3% | +28.0% | +26.8% |
| 6M | +62.2% | -6.8% | +69.0% | +67.9% |
| YTD | +48.5% | +0.7% | +47.8% | +44.1% |
| 1Y | +26.4% | -11.2% | +37.6% | +34.0% |
| 3Y | +159.4% | +25.3% | +134.1% | +100.4% |
| 5Y | +275.8% | +37.3% | +238.5% | +163.3% |
| 10Y | +732.0% | +211.5% | +520.5% | +183.1% |
| All | +485.4% | +217.9% | +267.5% | +81.9% |
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