+478.5%
TPR vs XHB
+182.7%
+295.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | -0.3% |
| 7D | +12.7% | +1.3% | +11.4% | +11.1% |
| 30D | +17.1% | +11.8% | +5.3% | +7.0% |
| 3M | -15.9% | -3.8% | -12.0% | -14.1% |
| 6M | +2.6% | +4.1% | -1.5% | -2.4% |
| YTD | +7.5% | +4.0% | +3.5% | +2.2% |
| 1Y | +32.9% | +1.6% | +31.4% | +28.3% |
| 3Y | +413.8% | +43.2% | +370.7% | +269.9% |
| 5Y | +263.9% | +35.8% | +228.0% | +173.5% |
| 10Y | +389.7% | +259.3% | +130.4% | +89.7% |
| All | +478.5% | +182.7% | +295.9% | +82.8% |
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