+363.8%
PSX vs XHB
+37.2%
+326.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.2% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | +27.8% | -9.1% | +36.8% | +31.0% |
| 3M | +42.0% | -2.3% | +44.4% | +41.7% |
| 6M | +58.1% | -4.1% | +62.2% | +57.5% |
| YTD | +105.0% | -1.7% | +106.7% | +102.0% |
| 1Y | +104.9% | -15.1% | +120.0% | +112.6% |
| 3Y | +134.1% | +26.8% | +107.2% | +111.5% |
| 5Y | +363.8% | +37.3% | +326.5% | +304.3% |
| All | +363.8% | +37.2% | +326.6% | +304.3% |
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 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