+215.5%
XHB vs CAPR
-77.3%
+292.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.4% |
| 7D | -1.9% | -12.6% | +10.7% | -1.7% |
| 30D | -8.3% | +124.4% | -132.7% | -10.1% |
| 3M | -7.1% | -66.8% | +59.6% | -6.4% |
| 6M | -5.3% | -71.8% | +66.5% | -4.3% |
| YTD | -3.2% | -70.1% | +66.9% | -2.5% |
| 1Y | -13.9% | +33.3% | -47.2% | -19.7% |
| 3Y | +24.9% | +36.7% | -11.8% | +11.9% |
| 5Y | +34.5% | +72.5% | -37.9% | +17.8% |
| 10Y | +215.5% | -77.3% | +292.7% | +159.5% |
| All | +215.5% | -77.3% | +292.7% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling