+180.0%
XHB vs ARWR
0.0%
+180.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +1.2% | -17.7% | +18.9% | +2.8% |
| 30D | +8.9% | -21.9% | +30.8% | +11.2% |
| 3M | -4.2% | -44.5% | +40.4% | +0.9% |
| 6M | +1.4% | -32.6% | +33.9% | +4.4% |
| YTD | +1.2% | -26.2% | +27.4% | +3.0% |
| 1Y | -1.3% | +23.0% | -24.2% | -4.7% |
| 3Y | +36.6% | +81.8% | -45.2% | +22.6% |
| 5Y | +34.3% | -36.0% | +70.3% | +28.7% |
| 10Y | +241.1% | +1,039.5% | -798.5% | +141.0% |
| All | +180.0% | 0.0% | +180.0% | +92.2% |
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