+169.5%
PR vs XHB
+224.5%
-55.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.1% |
| 7D | +2.9% | -1.3% | +4.2% | +3.6% |
| 30D | +18.0% | -6.9% | +24.9% | +22.4% |
| 3M | +16.9% | -1.3% | +18.1% | +15.4% |
| 6M | +28.2% | -6.8% | +35.0% | +28.9% |
| YTD | +69.3% | +0.7% | +68.6% | +61.2% |
| 1Y | +69.5% | -11.2% | +80.7% | +73.9% |
| 3Y | +81.7% | +25.3% | +56.4% | +43.0% |
| 5Y | +422.2% | +37.3% | +384.9% | +278.1% |
| 10Y | +110.4% | +211.5% | -101.2% | +19.3% |
| All | +169.5% | +224.5% | -55.0% | +52.9% |
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