-44.8%
TE vs XHB
+33.5%
-78.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -1.6% |
| 7D | +15.0% | -1.9% | +16.9% | +16.9% |
| 30D | -7.5% | -8.3% | +0.8% | +0.3% |
| 3M | -42.0% | -7.1% | -34.8% | -38.0% |
| 6M | -31.4% | -5.3% | -26.2% | -28.2% |
| YTD | -26.5% | -3.2% | -23.3% | -26.3% |
| 1Y | +153.1% | -13.9% | +167.0% | +181.0% |
| 3Y | -20.7% | +24.9% | -45.6% | -37.3% |
| All | -44.8% | +33.5% | -78.3% | -57.5% |
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