+23.1%
PH vs XHB
-16.2%
+39.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.4% |
| 7D | -3.1% | -5.2% | +2.1% | -0.4% |
| 30D | -11.8% | -12.1% | +0.4% | -5.7% |
| 3M | +6.9% | -6.2% | +13.1% | +9.7% |
| 6M | -1.3% | -6.7% | +5.4% | +1.3% |
| YTD | +7.0% | -5.5% | +12.4% | +8.7% |
| 1Y | +23.1% | -15.6% | +38.8% | +32.8% |
| All | +23.1% | -16.2% | +39.3% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling