-71.5%
S vs XHB
+37.2%
-108.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -0.3% |
| 7D | -5.8% | +0.2% | -6.0% | -6.0% |
| 30D | -9.2% | -9.1% | -0.1% | -2.1% |
| 3M | +23.4% | -2.3% | +25.7% | +23.5% |
| 6M | +36.9% | -4.1% | +41.0% | +36.9% |
| YTD | +29.5% | -1.7% | +31.2% | +24.6% |
| 1Y | +5.4% | -15.1% | +20.5% | +16.5% |
| 3Y | +14.7% | +26.8% | -12.1% | -24.1% |
| 5Y | -71.5% | +37.3% | -108.9% | -83.0% |
| All | -71.5% | +37.2% | -108.7% | -83.0% |
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