+208.9%
XHB vs FDS
+64.8%
+144.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | -4.6% | -14.0% | +9.4% | +1.4% |
| 30D | -9.1% | -6.2% | -2.9% | -7.1% |
| 3M | -8.6% | +10.2% | -18.7% | -13.7% |
| 6M | -4.0% | +27.4% | -31.5% | -17.4% |
| YTD | -3.9% | -9.3% | +5.3% | -3.6% |
| 1Y | -16.5% | -28.6% | +12.2% | -5.8% |
| 3Y | +22.6% | -36.8% | +59.4% | +44.9% |
| 5Y | +33.9% | -28.6% | +62.6% | +45.8% |
| All | +208.9% | +64.8% | +144.1% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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