+211.3%
XHB vs ARWR
+1,078.7%
-867.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.1% |
| 7D | -1.9% | -3.2% | +1.3% | -1.5% |
| 30D | -8.3% | -6.5% | -1.9% | -7.6% |
| 3M | -7.1% | +12.7% | -19.8% | -8.9% |
| 6M | -5.3% | +36.2% | -41.4% | -9.6% |
| YTD | -3.2% | +24.5% | -27.7% | -6.8% |
| 1Y | -13.9% | +198.0% | -211.8% | -26.6% |
| 3Y | +24.9% | +176.4% | -151.4% | +2.0% |
| 5Y | +34.5% | +26.6% | +8.0% | +15.8% |
| All | +211.3% | +1,078.7% | -867.5% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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