+217.1%
W vs XHB
+240.7%
-23.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -7.4% | -4.1% | -3.3% | -1.3% |
| 30D | +7.8% | +9.6% | -1.8% | -5.7% |
| 3M | +10.9% | -6.0% | +16.9% | +21.0% |
| 6M | +86.4% | +2.2% | +84.2% | +84.6% |
| YTD | +14.0% | +1.1% | +12.8% | +11.7% |
| 1Y | +3.5% | -1.7% | +5.2% | +5.4% |
| 3Y | +164.8% | +36.5% | +128.3% | +85.1% |
| 5Y | -53.1% | +33.5% | -86.6% | -62.5% |
| All | +217.1% | +240.7% | -23.6% | -15.7% |
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