+64.2%
T vs XHB
+34.8%
+29.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.5% |
| 7D | -3.1% | -1.9% | -1.2% | -2.8% |
| 30D | +4.6% | -8.3% | +12.9% | +5.8% |
| 3M | +12.2% | -7.1% | +19.4% | +13.2% |
| 6M | -6.5% | -5.3% | -1.2% | -6.1% |
| YTD | +4.9% | -3.2% | +8.1% | +4.8% |
| 1Y | -10.5% | -13.9% | +3.4% | -9.0% |
| 3Y | +104.6% | +24.9% | +79.7% | +88.2% |
| 5Y | +64.2% | +34.5% | +29.7% | +36.5% |
| All | +64.2% | +34.8% | +29.4% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling