+2,508.9%
PH vs XHB
+172.3%
+2,336.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.5% |
| 7D | +4.3% | -0.2% | +4.6% | +4.5% |
| 30D | +0.1% | +9.9% | -9.8% | -6.6% |
| 3M | -9.4% | -6.3% | -3.1% | -6.4% |
| 6M | +8.8% | +3.8% | +4.9% | +4.3% |
| YTD | +9.6% | +0.1% | +9.5% | +7.2% |
| 1Y | +14.4% | -0.8% | +15.3% | +12.4% |
| 3Y | +134.5% | +35.6% | +98.9% | +85.0% |
| 5Y | +204.4% | +29.6% | +174.9% | +144.5% |
| 10Y | +697.3% | +237.5% | +459.8% | +258.4% |
| All | +2,508.9% | +172.3% | +2,336.6% | +886.4% |
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 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