+463.1%
XHB vs GWRE
+736.4%
-273.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | -5.2% | -30.9% | +25.7% | +3.2% |
| 30D | -12.1% | -20.7% | +8.6% | -7.9% |
| 3M | -6.2% | +20.2% | -26.4% | -12.8% |
| 6M | -6.7% | -11.9% | +5.1% | -7.6% |
| YTD | -5.5% | -30.3% | +24.9% | -0.7% |
| 1Y | -15.6% | -44.6% | +29.0% | -5.3% |
| 3Y | +22.0% | +48.8% | -26.8% | -3.4% |
| 5Y | +31.8% | +14.8% | +17.1% | +9.5% |
| 10Y | +208.1% | +128.1% | +80.0% | +104.7% |
| All | +463.1% | +736.4% | -273.2% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling