+464.6%
TPR vs XHB
+172.9%
+291.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.1% |
| 7D | +14.2% | +1.3% | +12.9% | +12.7% |
| 30D | +17.1% | +7.8% | +9.3% | +10.1% |
| 3M | -17.7% | -5.5% | -12.2% | -14.9% |
| 6M | -10.2% | -2.6% | -7.6% | -9.8% |
| YTD | +4.9% | +0.4% | +4.6% | +2.5% |
| 1Y | +36.1% | -1.0% | +37.1% | +34.0% |
| 3Y | +416.5% | +37.3% | +379.2% | +283.9% |
| 5Y | +254.8% | +33.7% | +221.1% | +169.9% |
| 10Y | +391.7% | +256.9% | +134.8% | +92.0% |
| All | +464.6% | +172.9% | +291.7% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling