-53.2%
TE vs XHB
+136.5%
-189.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +0.8% |
| 7D | -4.0% | -1.3% | -2.7% | -3.1% |
| 30D | -15.9% | -6.9% | -9.0% | -12.1% |
| 3M | -60.5% | -1.3% | -59.3% | -60.2% |
| 6M | -35.2% | -6.8% | -28.4% | -32.4% |
| YTD | -31.1% | +0.7% | -31.9% | -31.9% |
| 1Y | +148.6% | -11.2% | +159.9% | +162.6% |
| 3Y | -26.4% | +25.3% | -51.7% | -32.4% |
| 5Y | -48.0% | +37.3% | -85.3% | -55.7% |
| All | -53.2% | +136.5% | -189.7% | -61.2% |
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