+1,441.3%
TER vs XHB
+182.7%
+1,258.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.6% | +9.1% | +10.0% |
| 7D | -5.8% | +1.3% | -7.1% | -6.7% |
| 30D | -38.9% | +11.8% | -50.7% | -44.5% |
| 3M | -35.1% | -3.8% | -31.3% | -34.0% |
| 6M | -31.6% | +4.1% | -35.7% | -34.4% |
| YTD | +27.2% | +4.0% | +23.3% | +23.3% |
| 1Y | +35.2% | +1.6% | +33.7% | +33.2% |
| 3Y | +192.8% | +43.2% | +149.6% | +119.0% |
| 5Y | +72.4% | +35.8% | +36.6% | +34.8% |
| 10Y | +1,001.8% | +259.3% | +742.6% | +313.6% |
| All | +1,441.3% | +182.7% | +1,258.6% | +383.0% |
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