+449.1%
PL vs XHB
+26.1%
+423.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -2.0% |
| 7D | -9.3% | -1.3% | -8.0% | -8.4% |
| 30D | -18.9% | -6.9% | -12.0% | -14.3% |
| 3M | -58.4% | -1.3% | -57.1% | -58.5% |
| 6M | -30.3% | -6.8% | -23.5% | -27.3% |
| YTD | -8.1% | +0.7% | -8.8% | -12.8% |
| 1Y | +180.5% | -11.2% | +191.7% | +202.3% |
| All | +449.1% | +26.1% | +423.0% | +256.1% |
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 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