+203.6%
TGT vs XHB
+215.4%
-11.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.8% |
| 7D | -5.2% | -4.6% | -0.6% | -2.8% |
| 30D | +1.2% | -9.1% | +10.3% | +6.4% |
| 3M | +18.4% | -8.6% | +26.9% | +23.5% |
| 6M | +33.4% | -4.0% | +37.5% | +34.8% |
| YTD | +63.8% | -3.9% | +67.8% | +64.5% |
| 1Y | +77.2% | -16.5% | +93.6% | +92.0% |
| 3Y | +41.8% | +22.6% | +19.2% | +23.6% |
| 5Y | -25.5% | +33.9% | -59.5% | -39.3% |
| All | +203.6% | +215.4% | -11.8% | +66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling