+64.8%
PR vs XHB
+271.6%
-206.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.6% | -3.1% |
| 7D | -12.4% | +1.3% | -13.7% | -13.3% |
| 30D | -6.6% | +11.8% | -18.4% | -13.1% |
| 3M | +7.5% | -3.8% | +11.3% | +8.5% |
| 6M | +10.8% | +4.1% | +6.7% | +4.4% |
| YTD | +57.0% | +4.0% | +53.1% | +45.0% |
| 1Y | +67.9% | +1.6% | +66.4% | +56.9% |
| 3Y | +87.6% | +43.2% | +44.4% | +33.0% |
| 5Y | +220.4% | +35.8% | +184.5% | +130.0% |
| 10Y | +64.8% | +259.3% | -194.4% | +7.8% |
| All | +64.8% | +271.6% | -206.8% | +7.8% |
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 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