+84.5%
PR vs XHB
+237.3%
-152.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | +6.0% | -0.2% | +6.2% | +5.9% |
| 30D | -4.2% | +9.9% | -14.1% | -10.2% |
| 3M | +10.0% | -6.3% | +16.2% | +12.6% |
| 6M | +15.6% | +3.8% | +11.8% | +8.8% |
| YTD | +68.2% | +0.1% | +68.0% | +58.5% |
| 1Y | +79.2% | -0.8% | +80.0% | +69.3% |
| 3Y | +94.9% | +35.6% | +59.3% | +42.6% |
| 5Y | +272.8% | +29.6% | +243.2% | +174.9% |
| All | +84.5% | +237.3% | -152.9% | +14.4% |
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