+356.2%
TPR vs XHB
+237.3%
+118.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +15.1% | +9.9% | +5.2% | +4.7% |
| 3M | +3.5% | -6.3% | +9.8% | +8.9% |
| 6M | +0.4% | +3.8% | -3.4% | -5.9% |
| YTD | +4.6% | +0.1% | +4.5% | +0.9% |
| 1Y | +33.1% | -0.8% | +33.9% | +29.0% |
| 3Y | +396.0% | +35.6% | +360.4% | +228.9% |
| 5Y | +230.3% | +29.6% | +200.7% | +127.3% |
| All | +356.2% | +237.3% | +118.9% | +12.5% |
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