+797.8%
PH vs XHB
+215.4%
+582.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.4% |
| 7D | -1.3% | -4.6% | +3.4% | +2.5% |
| 30D | -11.0% | -9.1% | -1.8% | -4.1% |
| 3M | +5.5% | -8.6% | +14.1% | +12.3% |
| 6M | +1.5% | -4.0% | +5.5% | +3.2% |
| YTD | +8.8% | -3.9% | +12.7% | +10.0% |
| 1Y | +24.5% | -16.5% | +41.0% | +40.7% |
| 3Y | +141.2% | +22.6% | +118.6% | +90.4% |
| 5Y | +256.3% | +33.9% | +222.4% | +154.9% |
| All | +797.8% | +215.4% | +582.4% | +194.4% |
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