+240.4%
TPR vs XHB
+37.5%
+202.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | -2.3% | -1.3% | -1.0% | -1.3% |
| 30D | -23.0% | -6.9% | -16.1% | -18.9% |
| 3M | -12.5% | -1.3% | -11.2% | -12.7% |
| 6M | -21.4% | -6.8% | -14.6% | -18.0% |
| YTD | -3.5% | +0.7% | -4.2% | -5.9% |
| 1Y | +17.4% | -11.2% | +28.6% | +26.3% |
| 3Y | +291.3% | +25.3% | +265.9% | +195.9% |
| All | +240.4% | +37.5% | +202.9% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling