+358.0%
T vs XHB
+172.3%
+185.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.5% | -0.2% | +2.8% | +2.6% |
| 30D | -3.8% | +9.9% | -13.7% | -6.6% |
| 3M | -8.7% | -6.3% | -2.5% | -7.1% |
| 6M | -8.1% | +3.8% | -12.0% | -9.8% |
| YTD | -6.4% | +0.1% | -6.6% | -7.8% |
| 1Y | -9.8% | -0.8% | -8.9% | -10.9% |
| 3Y | +65.5% | +35.6% | +29.9% | +43.5% |
| 5Y | +57.0% | +29.6% | +27.4% | +34.9% |
| 10Y | +60.8% | +237.5% | -176.7% | -2.4% |
| All | +358.0% | +172.3% | +185.7% | +144.4% |
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