-0.4%
PL vs XHB
+5.8%
-6.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.4% | -11.8% | -7.4% |
| 7D | -11.7% | +9.7% | -21.5% | -13.7% |
| 30D | -27.1% | +11.7% | -38.8% | -29.1% |
| 3M | -44.6% | -1.4% | -43.2% | -44.5% |
| 6M | -67.2% | +6.8% | -74.0% | -67.6% |
| YTD | -35.9% | +5.5% | -41.3% | -37.8% |
| 1Y | -0.4% | +5.1% | -5.5% | -3.6% |
| All | -0.4% | +5.8% | -6.2% | -3.6% |
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