+273.5%
SHW vs XHB
+210.4%
+63.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.6% |
| 7D | -4.5% | -5.2% | +0.8% | -1.0% |
| 30D | -12.7% | -12.1% | -0.6% | -4.8% |
| 3M | +4.7% | -6.2% | +10.9% | +9.3% |
| 6M | -3.4% | -6.7% | +3.3% | +1.0% |
| YTD | -1.3% | -5.5% | +4.1% | +2.1% |
| 1Y | -10.4% | -15.6% | +5.3% | -0.2% |
| 3Y | +20.1% | +22.0% | -1.9% | +1.7% |
| 5Y | +10.5% | +31.8% | -21.3% | -13.1% |
| All | +273.5% | +210.4% | +63.1% | +50.9% |
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