+195.5%
W vs XHB
+285.7%
-90.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -0.2% |
| 7D | -1.7% | -2.4% | +0.8% | +1.8% |
| 30D | +3.2% | +7.1% | -3.8% | -6.1% |
| 3M | +8.3% | -6.0% | +14.3% | +17.8% |
| 6M | +84.3% | +2.1% | +82.2% | +83.4% |
| YTD | +11.0% | -0.6% | +11.6% | +12.0% |
| 1Y | -0.2% | -3.3% | +3.1% | +4.3% |
| 3Y | +157.9% | +34.1% | +123.8% | +91.1% |
| 5Y | -56.8% | +28.6% | -85.4% | -62.5% |
| 10Y | +212.2% | +235.0% | -22.9% | -6.5% |
| All | +195.5% | +285.7% | -90.2% | -30.1% |
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 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