+41.2%
USB vs XHB
+37.5%
+3.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.8% |
| 7D | +1.4% | -1.3% | +2.7% | +2.1% |
| 30D | -1.3% | -6.9% | +5.6% | +2.4% |
| 3M | +15.2% | -1.3% | +16.5% | +15.1% |
| 6M | +18.8% | -6.8% | +25.6% | +22.1% |
| YTD | +21.0% | +0.7% | +20.3% | +18.5% |
| 1Y | +34.0% | -11.2% | +45.3% | +40.8% |
| 3Y | +95.3% | +25.3% | +70.0% | +64.1% |
| All | +41.2% | +37.5% | +3.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling