+18.4%
U vs XHB
+5.8%
+12.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.4% | -0.5% | +3.2% |
| 7D | +7.5% | +9.7% | -2.3% | +4.4% |
| 30D | -7.0% | +11.7% | -18.7% | -10.2% |
| 3M | +20.6% | -1.4% | +21.9% | +20.1% |
| 6M | +53.2% | +6.8% | +46.4% | +48.5% |
| YTD | -3.9% | +5.5% | -9.4% | -5.5% |
| 1Y | +18.4% | +5.1% | +13.2% | +16.3% |
| All | +18.4% | +5.8% | +12.6% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling