+1,895.7%
TER vs XHB
+202.9%
+1,692.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +4.4% |
| 7D | +12.4% | -1.9% | +14.3% | +14.0% |
| 30D | +5.1% | -8.3% | +13.5% | +12.7% |
| 3M | +4.0% | -7.1% | +11.1% | +10.1% |
| 6M | +29.5% | -5.3% | +34.8% | +36.7% |
| YTD | +98.5% | -3.2% | +101.7% | +105.1% |
| 1Y | +234.1% | -13.9% | +247.9% | +277.3% |
| 3Y | +289.0% | +24.9% | +264.1% | +214.7% |
| 5Y | +228.2% | +34.5% | +193.7% | +149.4% |
| 10Y | +1,895.7% | +215.5% | +1,680.2% | +694.3% |
| All | +1,895.7% | +202.9% | +1,692.8% | +694.3% |
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 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