+377.9%
TPR vs XHB
+258.7%
+119.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.4% |
| 7D | +14.2% | +1.3% | +12.9% | +12.3% |
| 30D | +17.1% | +7.8% | +9.3% | +8.5% |
| 3M | -17.7% | -5.5% | -12.2% | -14.4% |
| 6M | -10.2% | -2.6% | -7.6% | -10.1% |
| YTD | +4.9% | +0.4% | +4.6% | +1.1% |
| 1Y | +36.1% | -1.0% | +37.1% | +32.4% |
| 3Y | +416.5% | +37.3% | +379.2% | +238.2% |
| 5Y | +254.8% | +33.7% | +221.1% | +135.9% |
| All | +377.9% | +258.7% | +119.2% | +14.9% |
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 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