+395.3%
TGT vs XHB
+167.3%
+228.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | +0.2% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | +9.5% | -9.1% | +18.6% | +14.8% |
| 3M | +32.3% | -2.3% | +34.6% | +33.2% |
| 6M | +37.0% | -4.1% | +41.1% | +38.5% |
| YTD | +71.0% | -1.7% | +72.7% | +69.9% |
| 1Y | +85.0% | -15.1% | +100.1% | +98.1% |
| 3Y | +46.8% | +26.8% | +20.0% | +26.9% |
| 5Y | -22.7% | +37.3% | -60.1% | -36.2% |
| 10Y | +216.3% | +205.7% | +10.6% | +67.7% |
| All | +395.3% | +167.3% | +228.0% | +107.9% |
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