+106.5%
T vs XHB
+25.9%
+80.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | +7.6% | -9.1% | +16.7% | +8.0% |
| 3M | +15.3% | -2.3% | +17.6% | +15.4% |
| 6M | -8.5% | -4.1% | -4.3% | -8.3% |
| YTD | +6.8% | -1.7% | +8.5% | +6.7% |
| 1Y | -7.2% | -15.1% | +7.9% | -6.7% |
| All | +106.5% | +25.9% | +80.6% | +96.5% |
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 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