+37.3%
XHB vs FDS
-20.4%
+57.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.2% |
| 7D | +0.2% | -5.4% | +5.6% | +1.7% |
| 30D | -9.1% | +1.6% | -10.7% | -9.6% |
| 3M | -2.3% | +17.7% | -20.1% | -7.5% |
| 6M | -4.1% | +29.1% | -33.2% | -13.1% |
| YTD | -1.7% | +1.0% | -2.7% | -1.8% |
| 1Y | -15.1% | -21.6% | +6.5% | -4.5% |
| 3Y | +26.8% | -30.1% | +56.9% | +47.9% |
| 5Y | +37.3% | -20.7% | +58.1% | +59.7% |
| All | +37.3% | -20.4% | +57.8% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling