+37.3%
XHB vs ARWR
+29.5%
+7.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.2% |
| 7D | +0.2% | +2.9% | -2.7% | -0.3% |
| 30D | -9.1% | -2.9% | -6.2% | -8.6% |
| 3M | -2.3% | +15.2% | -17.5% | -5.3% |
| 6M | -4.1% | +42.3% | -46.4% | -11.0% |
| YTD | -1.7% | +28.2% | -29.9% | -7.4% |
| 1Y | -15.1% | +213.2% | -228.4% | -33.3% |
| 3Y | +26.8% | +184.6% | -157.8% | -6.7% |
| 5Y | +37.3% | +29.2% | +8.1% | +7.0% |
| All | +37.3% | +29.5% | +7.8% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling