+22.6%
XHB vs FRSH
-46.4%
+69.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.6% | -6.6% | +2.0% | -3.6% |
| 30D | -9.1% | +2.1% | -11.2% | -9.6% |
| 3M | -8.6% | +29.0% | -37.5% | -12.6% |
| 6M | -4.0% | +48.6% | -52.7% | -11.2% |
| YTD | -3.9% | -2.9% | -1.0% | -3.9% |
| 1Y | -16.5% | -7.9% | -8.6% | -15.6% |
| 3Y | +22.6% | -46.5% | +69.1% | +36.7% |
| All | +22.6% | -46.4% | +69.0% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling