+62.5%
T vs XHB
+234.8%
-172.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.1% |
| 7D | +1.6% | -2.4% | +4.1% | +2.3% |
| 30D | -2.9% | +7.1% | -10.0% | -4.9% |
| 3M | -7.5% | -6.0% | -1.5% | -6.0% |
| 6M | -9.9% | +2.1% | -12.0% | -11.1% |
| YTD | -6.4% | -0.6% | -5.8% | -7.6% |
| 1Y | -9.4% | -3.3% | -6.1% | -9.8% |
| 3Y | +64.9% | +34.1% | +30.7% | +40.3% |
| 5Y | +57.0% | +28.6% | +28.4% | +32.6% |
| All | +62.5% | +234.8% | -172.3% | -12.0% |
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 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