+26.8%
PL vs XHB
+42.0%
-15.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.5% | +11.9% | +11.5% |
| 7D | -6.8% | +1.3% | -8.1% | -8.4% |
| 30D | -29.3% | +7.8% | -37.1% | -34.0% |
| 3M | -44.8% | -5.5% | -39.3% | -42.8% |
| 6M | -68.4% | -2.6% | -65.8% | -68.3% |
| YTD | -36.4% | +0.4% | -36.7% | -39.6% |
| 1Y | +0.7% | -1.0% | +1.7% | -3.5% |
| 3Y | +455.3% | +37.3% | +418.0% | +306.6% |
| 5Y | +22.7% | +33.7% | -11.0% | -13.6% |
| All | +26.8% | +42.0% | -15.2% | -11.1% |
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