+152.3%
W vs XHB
+210.4%
-58.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | +0.7% |
| 7D | +0.5% | -5.2% | +5.7% | +8.5% |
| 30D | -5.6% | -12.1% | +6.6% | +13.9% |
| 3M | +41.9% | -6.2% | +48.1% | +58.2% |
| 6M | +30.2% | -6.7% | +36.9% | +46.2% |
| YTD | -2.9% | -5.5% | +2.5% | +5.2% |
| 1Y | +11.6% | -15.6% | +27.2% | +42.0% |
| 3Y | +37.0% | +22.0% | +15.0% | +13.7% |
| 5Y | -62.8% | +31.8% | -94.7% | -69.1% |
| All | +152.3% | +210.4% | -58.1% | -29.5% |
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 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