+199.8%
TER vs XHB
-9.3%
+209.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.5% | +4.6% |
| 7D | +0.6% | -1.3% | +1.9% | +1.8% |
| 30D | -8.3% | -6.9% | -1.4% | -2.4% |
| 3M | -12.2% | -1.3% | -11.0% | -11.7% |
| 6M | +17.0% | -6.8% | +23.8% | +20.0% |
| YTD | +84.6% | +0.7% | +83.9% | +85.6% |
| 1Y | +199.8% | -11.2% | +211.1% | +205.1% |
| All | +199.8% | -9.3% | +209.1% | +205.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling