+19.9%
XBI vs XHB
+33.0%
-13.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.4% |
| 7D | -4.6% | -4.6% | 0.0% | -1.9% |
| 30D | -2.0% | -9.1% | +7.1% | +3.8% |
| 3M | +17.8% | -8.6% | +26.3% | +23.3% |
| 6M | +23.7% | -4.0% | +27.7% | +25.1% |
| YTD | +28.2% | -3.9% | +32.2% | +28.4% |
| 1Y | +64.0% | -16.5% | +80.4% | +79.4% |
| 3Y | +99.4% | +22.6% | +76.8% | +58.9% |
| All | +19.9% | +33.0% | -13.1% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling