+46.4%
RF vs XHB
+30.4%
+16.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.6% |
| 7D | +0.4% | -2.4% | +2.8% | +1.8% |
| 30D | +5.6% | +7.1% | -1.5% | +1.0% |
| 3M | -8.9% | -6.0% | -2.9% | -5.9% |
| 6M | +7.1% | +2.1% | +5.0% | +4.3% |
| YTD | +8.3% | -0.6% | +8.9% | +6.3% |
| 1Y | +16.8% | -3.3% | +20.1% | +16.6% |
| 3Y | +115.0% | +34.1% | +80.9% | +69.0% |
| 5Y | +46.4% | +28.6% | +17.8% | +13.3% |
| All | +46.4% | +30.4% | +16.0% | +13.3% |
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 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