+299.4%
TPR vs XHB
+26.1%
+273.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.6% |
| 7D | -2.3% | -1.3% | -1.0% | -1.5% |
| 30D | -23.0% | -6.9% | -16.1% | -19.8% |
| 3M | -12.5% | -1.3% | -11.2% | -12.6% |
| 6M | -21.4% | -6.8% | -14.6% | -18.7% |
| YTD | -3.5% | +0.7% | -4.2% | -5.2% |
| 1Y | +17.4% | -11.2% | +28.6% | +24.6% |
| All | +299.4% | +26.1% | +273.4% | +219.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling