+103.0%
PSX vs XHB
-16.0%
+118.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.4% |
| 7D | +1.8% | -1.9% | +3.7% | +1.5% |
| 30D | +21.6% | -8.3% | +30.0% | +20.0% |
| 3M | +46.5% | -7.1% | +53.6% | +44.8% |
| 6M | +62.0% | -5.3% | +67.3% | +62.5% |
| YTD | +106.3% | -3.2% | +109.5% | +105.9% |
| 1Y | +103.0% | -13.9% | +116.8% | +101.7% |
| All | +103.0% | -16.0% | +118.9% | +101.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling