+45.2%
PL vs XHB
+47.1%
-1.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.6% | +10.9% | +11.7% |
| 7D | +10.9% | +1.3% | +9.6% | +9.5% |
| 30D | -16.4% | +11.8% | -28.2% | -23.9% |
| 3M | -39.9% | -3.8% | -36.1% | -38.5% |
| 6M | -63.2% | +4.1% | -67.3% | -65.0% |
| YTD | -27.1% | +4.0% | -31.1% | -32.5% |
| 1Y | +12.2% | +1.6% | +10.6% | +5.7% |
| 3Y | +584.3% | +43.2% | +541.1% | +386.0% |
| 5Y | +37.0% | +35.8% | +1.1% | -5.8% |
| All | +45.2% | +47.1% | -1.9% | -0.7% |
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