+204.5%
PH vs XHB
+30.4%
+174.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.4% |
| 7D | +7.4% | -2.4% | +9.8% | +9.0% |
| 30D | +0.5% | +7.1% | -6.6% | -4.7% |
| 3M | -10.2% | -6.0% | -4.3% | -7.4% |
| 6M | +8.9% | +2.1% | +6.9% | +5.5% |
| YTD | +9.7% | -0.6% | +10.3% | +7.5% |
| 1Y | +12.8% | -3.3% | +16.1% | +12.5% |
| 3Y | +134.6% | +34.1% | +100.5% | +79.9% |
| 5Y | +204.5% | +28.6% | +175.9% | +138.2% |
| All | +204.5% | +30.4% | +174.1% | +138.2% |
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