+33.0%
Q vs XHB
-9.4%
+42.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.3% |
| 7D | +4.9% | -4.6% | +9.6% | +8.6% |
| 30D | -11.0% | -9.1% | -1.8% | -4.5% |
| 3M | -15.2% | -8.6% | -6.6% | -10.0% |
| 6M | +8.8% | -4.0% | +12.9% | +9.2% |
| YTD | +55.1% | -3.9% | +59.0% | +58.0% |
| All | +33.0% | -9.4% | +42.3% | +37.8% |
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 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