-21.4%
TPR vs XHB
-7.7%
-13.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.6% |
| 7D | -2.3% | -1.3% | -1.0% | -1.6% |
| 30D | -23.0% | -6.9% | -16.1% | -19.8% |
| 3M | -12.5% | -1.3% | -11.2% | -13.7% |
| 6M | -21.4% | -6.8% | -14.6% | -18.5% |
| All | -21.4% | -7.7% | -13.8% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling