+230.9%
SPOT vs XHB
+21.1%
+209.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -6.9% | -5.2% | -1.6% | -6.0% |
| 30D | +4.1% | -12.1% | +16.3% | +6.5% |
| 3M | +3.7% | -6.2% | +9.9% | +4.4% |
| 6M | -1.6% | -6.7% | +5.1% | -1.0% |
| YTD | -10.2% | -5.5% | -4.7% | -10.0% |
| 1Y | -25.9% | -15.6% | -10.3% | -23.7% |
| All | +230.9% | +21.1% | +209.8% | +193.4% |
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