+305.6%
USB vs XHB
+186.8%
+118.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | -1.5% |
| 7D | +2.4% | +9.7% | -7.3% | -3.6% |
| 30D | +6.6% | +11.7% | -5.1% | -0.8% |
| 3M | -4.1% | -1.4% | -2.7% | -3.8% |
| 6M | +12.5% | +6.8% | +5.7% | +6.4% |
| YTD | +17.6% | +5.5% | +12.2% | +11.2% |
| 1Y | +36.5% | +5.1% | +31.4% | +29.2% |
| 3Y | +95.4% | +42.4% | +53.0% | +49.0% |
| 5Y | +26.1% | +41.6% | -15.5% | -6.0% |
| 10Y | +101.3% | +275.1% | -173.9% | -22.8% |
| All | +305.6% | +186.8% | +118.8% | +4.4% |
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