-84.3%
TE vs XHB
+28.9%
-113.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.7% |
| 7D | -19.1% | -0.2% | -18.9% | -18.9% |
| 30D | -34.1% | +9.9% | -44.1% | -40.1% |
| 3M | -60.1% | -6.3% | -53.8% | -57.8% |
| 6M | -66.0% | +3.8% | -69.8% | -67.0% |
| YTD | -71.4% | +0.1% | -71.5% | -72.3% |
| 1Y | -45.3% | -0.8% | -44.5% | -47.1% |
| 3Y | +9.1% | +35.6% | -26.5% | -20.6% |
| All | -84.3% | +28.9% | -113.2% | -88.1% |
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