+1,437.5%
TER vs XHB
+175.2%
+1,262.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.8% |
| 7D | -8.9% | +1.2% | -10.1% | -9.7% |
| 30D | -39.1% | +8.9% | -47.9% | -43.5% |
| 3M | -32.8% | -4.2% | -28.6% | -31.4% |
| 6M | -31.7% | +1.4% | -33.1% | -33.2% |
| YTD | +26.9% | +1.2% | +25.7% | +25.5% |
| 1Y | +33.6% | -1.3% | +34.8% | +34.4% |
| 3Y | +181.5% | +36.6% | +145.0% | +118.1% |
| 5Y | +76.1% | +34.3% | +41.9% | +38.9% |
| 10Y | +1,006.2% | +241.1% | +765.2% | +331.6% |
| All | +1,437.5% | +175.2% | +1,262.3% | +391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling