+311.2%
TPR vs XHB
+204.2%
+107.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -1.5% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | -27.3% | -9.1% | -18.2% | -20.9% |
| 3M | -16.2% | -2.3% | -13.9% | -15.8% |
| 6M | -17.9% | -4.1% | -13.8% | -16.1% |
| YTD | -7.1% | -1.7% | -5.4% | -8.0% |
| 1Y | +13.6% | -15.1% | +28.7% | +28.8% |
| 3Y | +293.7% | +26.8% | +266.9% | +180.9% |
| 5Y | +239.1% | +37.3% | +201.7% | +120.5% |
| 10Y | +311.2% | +205.7% | +105.5% | +14.6% |
| All | +311.2% | +204.2% | +107.0% | +14.6% |
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