+72.4%
TER vs XHB
+38.1%
+34.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.6% | +9.1% | +9.7% |
| 7D | -5.8% | +1.3% | -7.1% | -6.8% |
| 30D | -38.9% | +11.8% | -50.7% | -45.1% |
| 3M | -35.1% | -3.8% | -31.3% | -33.6% |
| 6M | -31.6% | +4.1% | -35.7% | -34.8% |
| YTD | +27.2% | +4.0% | +23.3% | +22.4% |
| 1Y | +35.2% | +1.6% | +33.7% | +32.4% |
| 3Y | +192.8% | +43.2% | +149.6% | +100.8% |
| 5Y | +72.4% | +35.8% | +36.6% | +25.1% |
| All | +72.4% | +38.1% | +34.3% | +25.1% |
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 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