-44.9%
S vs XHB
+48.1%
-93.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +1.7% |
| 7D | +1.4% | +1.2% | +0.2% | +0.6% |
| 30D | -10.8% | +8.9% | -19.7% | -17.0% |
| 3M | +5.4% | -4.2% | +9.5% | +7.9% |
| 6M | +41.2% | +1.4% | +39.9% | +35.8% |
| YTD | +56.2% | +1.2% | +55.0% | +45.8% |
| 1Y | +36.3% | -1.3% | +37.6% | +29.9% |
| 3Y | +49.4% | +36.6% | +12.9% | -7.2% |
| 5Y | -66.9% | +34.3% | -101.1% | -79.5% |
| All | -44.9% | +48.1% | -93.0% | -66.1% |
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