+424.3%
T vs XHB
+173.9%
+250.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | -1.3% | -1.3% | 0.0% | -0.9% |
| 30D | +11.4% | -6.9% | +18.2% | +13.7% |
| 3M | +14.3% | -1.3% | +15.6% | +14.2% |
| 6M | -9.3% | -6.8% | -2.5% | -8.1% |
| YTD | +7.1% | +0.7% | +6.4% | +5.6% |
| 1Y | -9.1% | -11.2% | +2.1% | -7.0% |
| 3Y | +105.3% | +25.3% | +80.0% | +82.7% |
| 5Y | +66.8% | +37.3% | +29.5% | +40.7% |
| 10Y | +66.8% | +211.5% | -144.7% | +3.8% |
| All | +424.3% | +173.9% | +250.4% | +179.8% |
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