+66.1%
T vs XHB
+37.2%
+28.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.0% | -4.1% | +6.1% | +2.2% |
| 30D | -1.0% | +9.6% | -10.6% | -1.5% |
| 3M | -8.1% | -6.0% | -2.1% | -8.1% |
| 6M | -8.3% | +2.2% | -10.5% | -8.5% |
| YTD | -6.1% | +1.1% | -7.3% | -6.4% |
| 1Y | -7.4% | -1.7% | -5.7% | -7.6% |
| All | +66.1% | +37.2% | +28.9% | +64.0% |
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 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