+39.5%
PL vs XHB
+41.7%
-2.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -1.2% |
| 7D | +10.0% | -0.2% | +10.3% | +10.5% |
| 30D | -2.3% | +9.9% | -12.2% | -10.1% |
| 3M | -44.2% | -6.3% | -37.9% | -41.7% |
| 6M | -66.1% | +3.8% | -70.0% | -67.7% |
| YTD | -30.0% | +0.1% | -30.1% | -33.2% |
| 1Y | +21.0% | -0.8% | +21.8% | +15.8% |
| 3Y | +516.5% | +35.6% | +480.9% | +357.0% |
| 5Y | +32.0% | +29.6% | +2.5% | -6.4% |
| All | +39.5% | +41.7% | -2.2% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling