+38.9%
S vs XHB
+34.8%
+4.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.5% | -5.4% |
| 7D | +4.1% | -2.4% | +6.5% | +5.4% |
| 30D | -7.2% | +7.1% | -14.2% | -10.2% |
| 3M | 0.0% | -6.0% | +5.9% | +2.7% |
| 6M | +41.6% | +2.1% | +39.5% | +38.0% |
| YTD | +48.6% | -0.6% | +49.2% | +44.0% |
| 1Y | +30.0% | -3.3% | +33.3% | +28.3% |
| All | +38.9% | +34.8% | +4.1% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling