+35.8%
XHB vs CAPR
+160.6%
-124.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.4% | -5.9% | +3.5% |
| 7D | +1.3% | +36.0% | -34.7% | +0.9% |
| 30D | +11.8% | +25.8% | -14.0% | +11.4% |
| 3M | -3.8% | +140.8% | -144.7% | -5.2% |
| 6M | +4.1% | -67.6% | +71.7% | +4.5% |
| YTD | +4.0% | -65.9% | +69.8% | +4.2% |
| 1Y | +1.6% | +66.1% | -64.5% | -3.6% |
| 3Y | +43.2% | +256.9% | -213.7% | +19.6% |
| 5Y | +35.8% | +172.1% | -136.3% | +10.1% |
| All | +35.8% | +160.6% | -124.7% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling