+2,136.9%
TER vs XHB
+173.9%
+1,963.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.8% |
| 7D | +0.6% | -1.3% | +1.9% | +1.7% |
| 30D | -8.3% | -6.9% | -1.4% | -3.3% |
| 3M | -12.2% | -1.3% | -11.0% | -11.6% |
| 6M | +17.1% | -6.8% | +23.9% | +25.1% |
| YTD | +84.7% | +0.7% | +83.9% | +85.3% |
| 1Y | +199.9% | -11.2% | +211.2% | +228.9% |
| 3Y | +232.8% | +25.3% | +207.4% | +177.5% |
| 5Y | +198.6% | +37.3% | +161.3% | +134.6% |
| 10Y | +1,669.7% | +211.5% | +1,458.2% | +644.7% |
| All | +2,136.9% | +173.9% | +1,963.0% | +626.0% |
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