+192.8%
XHB vs FND
+66.0%
+126.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.3% |
| 7D | -1.3% | -5.2% | +3.9% | +0.8% |
| 30D | -6.9% | -19.9% | +13.0% | +1.8% |
| 3M | -1.3% | +2.7% | -4.0% | -3.1% |
| 6M | -6.8% | -21.7% | +14.9% | +1.4% |
| YTD | +0.7% | -17.5% | +18.2% | +6.8% |
| 1Y | -11.2% | -39.3% | +28.1% | +6.0% |
| 3Y | +25.3% | -49.8% | +75.1% | +56.4% |
| 5Y | +37.3% | -60.1% | +97.4% | +76.8% |
| All | +192.8% | +66.0% | +126.8% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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