+455.3%
PL vs XHB
+36.1%
+419.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.5% | +11.9% | +11.5% |
| 7D | -6.8% | +1.3% | -8.1% | -8.3% |
| 30D | -29.3% | +7.8% | -37.1% | -33.9% |
| 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% | -39.9% |
| 1Y | +0.7% | -1.0% | +1.7% | -3.9% |
| 3Y | +455.3% | +37.3% | +418.0% | +225.7% |
| All | +455.3% | +36.1% | +419.3% | +225.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling