+221.7%
PR vs XHB
+33.2%
+188.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | -16.4% | +1.3% | -17.7% | -17.1% |
| 30D | -1.9% | +7.8% | -9.7% | -5.1% |
| 3M | +8.0% | -5.5% | +13.4% | +9.5% |
| 6M | +4.1% | -2.6% | +6.7% | +3.0% |
| YTD | +58.7% | +0.4% | +58.3% | +52.3% |
| 1Y | +75.8% | -1.0% | +76.8% | +69.5% |
| 3Y | +73.2% | +37.3% | +35.9% | +34.6% |
| All | +221.7% | +33.2% | +188.5% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling