-30.3%
PL vs XHB
-7.7%
-22.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.6% |
| 7D | -9.3% | -1.3% | -8.0% | -8.9% |
| 30D | -18.9% | -6.9% | -12.0% | -17.0% |
| 3M | -58.4% | -1.3% | -57.1% | -58.4% |
| 6M | -30.3% | -6.8% | -23.5% | -27.8% |
| All | -30.3% | -7.7% | -22.6% | -27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling