+572.2%
PBR vs XHB
+30.4%
+541.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.5% |
| 7D | +4.2% | -5.2% | +9.5% | +5.0% |
| 30D | +22.7% | -12.1% | +34.9% | +24.8% |
| 3M | +21.5% | -6.2% | +27.7% | +21.9% |
| 6M | +24.0% | -6.7% | +30.7% | +24.1% |
| YTD | +88.2% | -5.5% | +93.7% | +87.2% |
| 1Y | +74.8% | -15.6% | +90.5% | +78.1% |
| 3Y | +105.1% | +22.0% | +83.1% | +89.4% |
| 5Y | +572.2% | +31.8% | +540.4% | +528.3% |
| All | +572.2% | +30.4% | +541.8% | +528.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling