+147.8%
PR vs XHB
+228.2%
-80.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.4% | -3.0% |
| 7D | -16.5% | +2.5% | -19.1% | -18.1% |
| 30D | -4.5% | +6.7% | -11.2% | -8.6% |
| 3M | +8.5% | -5.8% | +14.4% | +10.8% |
| 6M | -3.3% | +1.7% | -5.1% | -7.5% |
| YTD | +55.7% | +1.9% | +53.8% | +45.9% |
| 1Y | +82.0% | +0.9% | +81.2% | +71.1% |
| 3Y | +62.5% | +37.6% | +24.9% | +19.7% |
| 5Y | +223.9% | +35.7% | +188.2% | +134.7% |
| 10Y | +64.2% | +262.3% | -198.1% | -7.4% |
| All | +147.8% | +228.2% | -80.4% | +38.4% |
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 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