+662.0%
PBR vs XHB
+215.4%
+446.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.7% |
| 7D | +5.4% | -4.6% | +10.0% | +7.9% |
| 30D | +22.9% | -9.1% | +32.0% | +28.7% |
| 3M | +19.6% | -8.6% | +28.2% | +23.4% |
| 6M | +16.5% | -4.0% | +20.5% | +15.3% |
| YTD | +86.7% | -3.9% | +90.6% | +83.0% |
| 1Y | +74.7% | -16.5% | +91.2% | +85.3% |
| 3Y | +102.6% | +22.6% | +80.0% | +57.1% |
| 5Y | +566.6% | +33.9% | +532.6% | +357.1% |
| All | +662.0% | +215.4% | +446.6% | +168.9% |
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 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