-65.4%
TEAM vs XHB
+28.9%
-94.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -2.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -26.7% | +9.9% | -36.7% | -32.0% |
| 3M | -9.6% | -6.3% | -3.3% | -6.1% |
| 6M | +86.0% | +3.8% | +82.2% | +76.0% |
| YTD | -7.5% | +0.1% | -7.6% | -13.6% |
| 1Y | -1.4% | -0.8% | -0.5% | -7.4% |
| 3Y | -14.3% | +35.6% | -49.9% | -49.1% |
| All | -65.4% | +28.9% | -94.3% | -78.3% |
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