+995.4%
TER vs XHB
+237.3%
+758.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -6.0% |
| 7D | +14.4% | -0.2% | +14.6% | +14.7% |
| 30D | -30.6% | +9.9% | -40.5% | -36.7% |
| 3M | -39.2% | -6.3% | -32.9% | -36.7% |
| 6M | -31.3% | +3.8% | -35.1% | -34.4% |
| YTD | +29.1% | +0.1% | +28.9% | +28.2% |
| 1Y | +47.4% | -0.8% | +48.2% | +47.3% |
| 3Y | +191.2% | +35.6% | +155.6% | +117.5% |
| 5Y | +74.0% | +29.6% | +44.4% | +34.2% |
| All | +995.4% | +237.3% | +758.1% | +288.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling