+83.0%
PL vs XHB
+42.5%
+40.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.6% |
| YTD | -8.1% | +0.7% | -8.8% | -12.2% |
| 1Y | +180.5% | -11.2% | +191.7% | +199.3% |
| 3Y | +444.1% | +25.3% | +418.8% | +332.8% |
| 5Y | +83.0% | +37.3% | +45.7% | +29.5% |
| All | +83.0% | +42.5% | +40.5% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling