+13.5%
U vs XHB
+26.5%
-13.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +4.4% |
| 7D | +4.5% | +0.2% | +4.3% | +4.2% |
| 30D | -0.6% | -9.1% | +8.5% | +6.4% |
| 3M | +48.4% | -2.3% | +50.8% | +48.8% |
| 6M | +115.4% | -4.1% | +119.5% | +116.7% |
| YTD | -3.2% | -1.7% | -1.5% | -5.5% |
| 1Y | -6.0% | -15.1% | +9.1% | +4.6% |
| 3Y | +13.5% | +26.8% | -13.4% | -24.1% |
| All | +13.5% | +26.5% | -13.0% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling