+261.5%
RF vs XHB
+271.6%
-10.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | -0.5% |
| 7D | -0.1% | +1.3% | -1.5% | -1.3% |
| 30D | +7.0% | +11.8% | -4.8% | -2.0% |
| 3M | -7.0% | -3.8% | -3.2% | -5.0% |
| 6M | +6.8% | +4.1% | +2.7% | +1.7% |
| YTD | +9.9% | +4.0% | +6.0% | +3.5% |
| 1Y | +21.1% | +1.6% | +19.6% | +16.0% |
| 3Y | +119.6% | +43.2% | +76.5% | +53.3% |
| 5Y | +46.2% | +35.8% | +10.3% | +3.9% |
| 10Y | +261.5% | +259.3% | +2.2% | +0.1% |
| All | +261.5% | +271.6% | -10.1% | +0.1% |
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 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