+297.1%
USB vs XHB
+177.0%
+120.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | +0.1% |
| 7D | -1.5% | +2.5% | -4.0% | -3.1% |
| 30D | +4.3% | +6.7% | -2.4% | -0.1% |
| 3M | -6.1% | -5.8% | -0.3% | -3.0% |
| 6M | +9.4% | +1.7% | +7.7% | +6.7% |
| YTD | +15.2% | +1.9% | +13.3% | +11.3% |
| 1Y | +32.8% | +0.9% | +31.9% | +28.9% |
| 3Y | +91.3% | +37.6% | +53.7% | +49.1% |
| 5Y | +22.7% | +35.7% | -13.1% | -6.1% |
| 10Y | +97.0% | +262.3% | -165.3% | -22.8% |
| All | +297.1% | +177.0% | +120.1% | +4.5% |
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