+5.1%
XHB vs CAPR
+47.4%
-42.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.3% | -2.8% | +5.4% |
| 7D | +9.7% | +43.2% | -33.4% | +9.6% |
| 30D | +11.7% | +14.7% | -3.0% | +11.6% |
| 3M | -1.4% | +113.9% | -115.3% | -1.7% |
| 6M | +6.8% | -73.4% | +80.2% | +7.0% |
| YTD | +5.5% | -69.1% | +74.6% | +5.6% |
| 1Y | +5.1% | +47.2% | -42.1% | +4.1% |
| All | +5.1% | +47.4% | -42.3% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling