+73.9%
RF vs XHB
+173.9%
-100.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.9% |
| 7D | +1.3% | -1.3% | +2.6% | +2.5% |
| 30D | -3.6% | -6.9% | +3.3% | +2.5% |
| 3M | +8.1% | -1.3% | +9.3% | +7.7% |
| 6M | +11.5% | -6.8% | +18.3% | +15.9% |
| YTD | +15.6% | +0.7% | +14.8% | +11.1% |
| 1Y | +15.7% | -11.2% | +26.9% | +24.2% |
| 3Y | +86.9% | +25.3% | +61.6% | +38.9% |
| 5Y | +89.8% | +37.3% | +52.5% | +23.0% |
| 10Y | +344.7% | +211.5% | +133.2% | +24.5% |
| All | +73.9% | +173.9% | -100.0% | -70.2% |
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