+35.8%
XHB vs FIVE
+19.1%
+16.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +2.0% |
| 7D | +1.3% | +6.2% | -4.9% | -0.3% |
| 30D | +11.8% | +18.2% | -6.4% | +6.8% |
| 3M | -3.8% | +3.8% | -7.7% | -5.2% |
| 6M | +4.1% | +13.7% | -9.6% | -0.7% |
| YTD | +4.0% | +34.7% | -30.8% | -6.0% |
| 1Y | +1.6% | +66.6% | -65.1% | -13.7% |
| 3Y | +43.2% | +44.3% | -1.1% | +21.3% |
| 5Y | +35.8% | +18.8% | +17.1% | +16.6% |
| All | +35.8% | +19.1% | +16.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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