+31.6%
Q vs XHB
-1.9%
+33.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.6% | +3.3% | +4.7% |
| 7D | +8.4% | +1.3% | +7.1% | +7.5% |
| 30D | -1.2% | +11.8% | -13.0% | -8.8% |
| 3M | -9.3% | -3.8% | -5.5% | -6.3% |
| 6M | -15.0% | +4.1% | -19.1% | -18.6% |
| YTD | +53.5% | +4.0% | +49.5% | +47.9% |
| 1Y | +35.9% | +1.6% | +34.3% | +31.2% |
| All | +31.6% | -1.9% | +33.5% | +29.1% |
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