+208.9%
XHB vs GWRE
+131.0%
+77.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -4.6% | -13.2% | +8.6% | -1.2% |
| 30D | -9.1% | -18.6% | +9.5% | -5.4% |
| 3M | -8.6% | +18.9% | -27.5% | -15.1% |
| 6M | -4.0% | -11.0% | +6.9% | -5.3% |
| YTD | -3.9% | -29.9% | +26.0% | +1.4% |
| 1Y | -16.5% | -44.3% | +27.9% | -4.9% |
| 3Y | +22.6% | +51.7% | -29.1% | -8.1% |
| 5Y | +33.9% | +15.4% | +18.5% | +6.6% |
| All | +208.9% | +131.0% | +77.9% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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