-54.3%
S vs XHB
+41.6%
-95.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.3% |
| 7D | -1.2% | -1.9% | +0.7% | +0.3% |
| 30D | -12.6% | -8.3% | -4.2% | -6.4% |
| 3M | +27.6% | -7.1% | +34.7% | +33.5% |
| 6M | +35.5% | -5.3% | +40.7% | +36.8% |
| YTD | +29.6% | -3.2% | +32.8% | +26.3% |
| 1Y | +8.1% | -13.9% | +22.0% | +17.3% |
| 3Y | +14.8% | +24.9% | -10.2% | -21.5% |
| 5Y | -70.6% | +34.5% | -105.1% | -81.6% |
| All | -54.3% | +41.6% | -95.9% | -70.6% |
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