+26.8%
XHB vs CAPR
+42.0%
-15.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -2.4% |
| 7D | +0.2% | -9.5% | +9.7% | +0.3% |
| 30D | -9.1% | +121.5% | -130.6% | -9.8% |
| 3M | -2.3% | -65.4% | +63.0% | -2.0% |
| 6M | -4.1% | -67.5% | +63.4% | -3.8% |
| YTD | -1.7% | -68.6% | +66.9% | -1.4% |
| 1Y | -15.1% | +42.7% | -57.8% | -18.0% |
| 3Y | +26.8% | +43.4% | -16.5% | +12.1% |
| All | +26.8% | +42.0% | -15.2% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling