+56.8%
PSX vs XHB
-7.7%
+64.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.6% |
| 7D | +4.5% | -1.3% | +5.8% | +4.0% |
| 30D | +26.6% | -6.9% | +33.5% | +22.8% |
| 3M | +39.3% | -1.3% | +40.5% | +39.6% |
| 6M | +56.8% | -6.8% | +63.6% | +57.3% |
| All | +56.8% | -7.7% | +64.5% | +57.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling