+12.8%
PH vs XHB
-3.6%
+16.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.8% |
| 7D | +7.4% | -2.4% | +9.8% | +8.4% |
| 30D | +0.5% | +7.1% | -6.6% | -3.2% |
| 3M | -10.2% | -6.0% | -4.3% | -7.6% |
| 6M | +8.9% | +2.1% | +6.9% | +6.5% |
| YTD | +9.7% | -0.6% | +10.3% | +8.5% |
| 1Y | +12.8% | -3.3% | +16.1% | +13.3% |
| All | +12.8% | -3.6% | +16.4% | +13.3% |
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 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