+1,112.1%
PSX vs XHB
+462.5%
+649.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | +4.5% | -1.3% | +5.8% | +5.2% |
| 30D | +26.6% | -6.9% | +33.5% | +31.1% |
| 3M | +39.3% | -1.3% | +40.5% | +38.1% |
| 6M | +56.8% | -6.8% | +63.6% | +58.1% |
| YTD | +101.8% | +0.7% | +101.1% | +93.8% |
| 1Y | +99.6% | -11.2% | +110.8% | +105.3% |
| 3Y | +140.3% | +25.3% | +115.0% | +95.5% |
| 5Y | +339.3% | +37.3% | +302.0% | +222.8% |
| 10Y | +369.9% | +211.5% | +158.3% | +87.1% |
| All | +1,112.1% | +462.5% | +649.6% | +274.8% |
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