-53.1%
TEAM vs XHB
+34.8%
-87.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.8% |
| 7D | -4.7% | -1.9% | -2.7% | -3.2% |
| 30D | +17.0% | -8.3% | +25.4% | +24.6% |
| 3M | +85.9% | -7.1% | +93.0% | +94.2% |
| 6M | +116.7% | -5.3% | +121.9% | +117.9% |
| YTD | +9.6% | -3.2% | +12.8% | +6.0% |
| 1Y | -2.5% | -13.9% | +11.3% | +4.1% |
| 3Y | -14.0% | +24.9% | -38.9% | -43.2% |
| 5Y | -53.1% | +34.5% | -87.6% | -70.7% |
| All | -53.1% | +34.8% | -87.9% | -70.7% |
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