+320.2%
PBR vs XHB
+167.3%
+152.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +5.0% |
| 7D | +2.5% | +0.2% | +2.3% | +2.2% |
| 30D | +19.4% | -9.1% | +28.5% | +25.9% |
| 3M | +20.8% | -2.3% | +23.1% | +20.1% |
| 6M | +23.5% | -4.1% | +27.6% | +22.3% |
| YTD | +83.4% | -1.7% | +85.1% | +77.4% |
| 1Y | +77.6% | -15.1% | +92.7% | +87.0% |
| 3Y | +99.9% | +26.8% | +73.0% | +53.1% |
| 5Y | +567.7% | +37.3% | +530.4% | +353.1% |
| 10Y | +621.5% | +205.7% | +415.8% | +184.1% |
| All | +320.2% | +167.3% | +152.9% | +50.9% |
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