+254.8%
SPOT vs XHB
+173.7%
+81.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.4% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | +8.3% | -9.1% | +17.4% | +13.2% |
| 3M | +5.1% | -2.3% | +7.4% | +5.1% |
| 6M | -6.5% | -4.1% | -2.3% | -6.1% |
| YTD | -9.0% | -1.7% | -7.3% | -10.4% |
| 1Y | -26.4% | -15.1% | -11.3% | -22.2% |
| 3Y | +240.0% | +26.8% | +213.2% | +172.2% |
| 5Y | +111.7% | +37.3% | +74.4% | +58.5% |
| All | +254.8% | +173.7% | +81.0% | +76.5% |
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 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