-0.2%
W vs XHB
-3.6%
+3.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -0.5% |
| 7D | -1.7% | -2.4% | +0.8% | +1.4% |
| 30D | +3.2% | +7.1% | -3.8% | -4.7% |
| 3M | +8.3% | -6.0% | +14.3% | +17.4% |
| 6M | +84.3% | +2.1% | +82.2% | +86.2% |
| YTD | +11.0% | -0.6% | +11.6% | +11.1% |
| 1Y | -0.2% | -3.3% | +3.1% | +2.1% |
| All | -0.2% | -3.6% | +3.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling