+47.4%
TER vs XHB
-2.2%
+49.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -37.0% |
| 3M | -39.2% | -6.3% | -32.9% | -35.3% |
| 6M | -31.3% | +3.8% | -35.1% | -35.1% |
| YTD | +29.1% | +0.1% | +28.9% | +28.7% |
| 1Y | +47.4% | -0.8% | +48.2% | +47.8% |
| All | +47.4% | -2.2% | +49.6% | +47.8% |
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