-35.7%
U vs XHB
+92.1%
-127.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +2.8% |
| 7D | +5.5% | -4.6% | +10.2% | +10.9% |
| 30D | -1.3% | -9.1% | +7.8% | +9.1% |
| 3M | +64.6% | -8.6% | +73.1% | +77.9% |
| 6M | +119.4% | -4.0% | +123.4% | +118.9% |
| YTD | -0.5% | -3.9% | +3.5% | -2.1% |
| 1Y | +1.3% | -16.5% | +17.8% | +17.0% |
| 3Y | +15.6% | +22.6% | -6.9% | -23.3% |
| 5Y | -67.5% | +33.9% | -101.4% | -81.7% |
| All | -35.7% | +92.1% | -127.8% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling