+361.6%
PSX vs XHB
+237.3%
+124.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.4% |
| 7D | +7.8% | -0.2% | +8.0% | +7.9% |
| 30D | -10.9% | +9.9% | -20.8% | -15.6% |
| 3M | +14.5% | -6.3% | +20.8% | +17.2% |
| 6M | +56.1% | +3.8% | +52.3% | +48.9% |
| YTD | +109.6% | +0.1% | +109.4% | +100.4% |
| 1Y | +95.5% | -0.8% | +96.3% | +87.7% |
| 3Y | +156.2% | +35.6% | +120.6% | +97.9% |
| 5Y | +310.0% | +29.6% | +280.4% | +214.4% |
| All | +361.6% | +237.3% | +124.3% | +71.3% |
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