+256.1%
TPR vs XHB
+33.2%
+222.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.1% |
| 7D | +14.2% | +1.3% | +12.9% | +12.6% |
| 30D | +17.1% | +7.8% | +9.3% | +10.0% |
| 3M | -17.7% | -5.5% | -12.2% | -14.9% |
| 6M | -10.2% | -2.6% | -7.6% | -9.9% |
| YTD | +4.9% | +0.4% | +4.6% | +2.1% |
| 1Y | +36.1% | -1.0% | +37.1% | +33.6% |
| 3Y | +416.5% | +37.3% | +379.2% | +258.1% |
| All | +256.1% | +33.2% | +222.9% | +144.1% |
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