+419.3%
TPR vs XHB
+173.9%
+245.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | -2.3% | -1.3% | -1.0% | -1.4% |
| 30D | -23.0% | -6.9% | -16.1% | -19.0% |
| 3M | -12.5% | -1.3% | -11.2% | -12.6% |
| 6M | -21.4% | -6.8% | -14.6% | -18.0% |
| YTD | -3.5% | +0.7% | -4.2% | -5.6% |
| 1Y | +17.4% | -11.2% | +28.6% | +26.1% |
| 3Y | +291.3% | +25.3% | +265.9% | +212.6% |
| 5Y | +241.9% | +37.3% | +204.6% | +156.4% |
| 10Y | +322.7% | +211.5% | +111.1% | +81.5% |
| All | +419.3% | +173.9% | +245.4% | +69.0% |
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