+40.4%
PL vs XHB
+40.6%
-0.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.3% | -1.7% |
| 7D | +22.3% | -2.4% | +24.7% | +24.8% |
| 30D | -8.3% | +7.1% | -15.4% | -13.8% |
| 3M | -43.3% | -6.0% | -37.3% | -40.9% |
| 6M | -65.8% | +2.1% | -67.9% | -67.0% |
| YTD | -29.5% | -0.6% | -28.9% | -32.4% |
| 1Y | +11.7% | -3.3% | +15.0% | +9.5% |
| 3Y | +540.6% | +34.1% | +506.4% | +379.0% |
| 5Y | +32.9% | +28.6% | +4.3% | -5.3% |
| All | +40.4% | +40.6% | -0.2% | -0.5% |
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