+219.1%
TER vs XHB
+37.2%
+181.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +6.4% |
| 7D | +11.0% | +0.2% | +10.8% | +10.6% |
| 30D | -1.9% | -9.1% | +7.2% | +6.4% |
| 3M | -0.7% | -2.3% | +1.7% | +0.7% |
| 6M | +36.4% | -4.1% | +40.5% | +42.6% |
| YTD | +92.4% | -1.7% | +94.2% | +96.3% |
| 1Y | +213.5% | -15.1% | +228.6% | +260.3% |
| 3Y | +277.2% | +26.8% | +250.4% | +190.0% |
| 5Y | +219.1% | +37.3% | +181.8% | +125.8% |
| All | +219.1% | +37.2% | +181.9% | +125.8% |
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 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