+178.7%
XHB vs ARWR
+76.2%
+102.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | -6.9% | -0.7% | -6.2% | -6.8% |
| 3M | -1.3% | +14.9% | -16.1% | -2.8% |
| 6M | -6.8% | +32.6% | -39.4% | -9.7% |
| YTD | +0.7% | +30.0% | -29.3% | -2.4% |
| 1Y | -11.2% | +208.4% | -219.6% | -21.3% |
| 3Y | +25.3% | +208.8% | -183.5% | +7.3% |
| 5Y | +37.3% | +27.8% | +9.5% | +23.8% |
| 10Y | +211.5% | +1,107.6% | -896.0% | +115.7% |
| All | +178.7% | +76.2% | +102.5% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling