+230.1%
XHB vs CAPR
-99.1%
+329.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -1.3% | -2.0% | +0.7% | -1.3% |
| 30D | -6.9% | +139.2% | -146.1% | -8.2% |
| 3M | -1.3% | -66.4% | +65.1% | -0.7% |
| 6M | -6.8% | -63.1% | +56.3% | -6.5% |
| YTD | +0.7% | -67.4% | +68.2% | +1.2% |
| 1Y | -11.2% | +58.2% | -69.5% | -15.7% |
| 3Y | +25.3% | +42.2% | -16.9% | +16.9% |
| 5Y | +37.3% | +87.3% | -49.9% | +26.5% |
| 10Y | +211.5% | -75.3% | +286.8% | +175.8% |
| All | +230.1% | -99.1% | +329.2% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling