+33.6%
XHB vs ARWR
-28.9%
+62.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | +1.3% | -2.9% | +4.2% | +1.8% |
| 30D | +7.8% | -5.4% | +13.2% | +8.8% |
| 3M | -5.5% | -32.2% | +26.8% | +0.9% |
| 6M | -2.6% | -26.5% | +23.9% | +1.6% |
| YTD | +0.4% | -12.4% | +12.7% | +0.7% |
| 1Y | -1.0% | +46.9% | -47.9% | -10.7% |
| 3Y | +37.3% | +116.0% | -78.7% | +5.0% |
| All | +33.6% | -28.9% | +62.5% | +13.0% |
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