+20.6%
XHB vs INDA
+6.8%
+13.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.5% |
| 7D | -5.2% | -3.6% | -1.6% | -2.7% |
| 30D | -12.1% | -4.0% | -8.2% | -9.6% |
| 3M | -6.2% | +1.7% | -7.9% | -7.1% |
| 6M | -6.7% | -3.6% | -3.1% | -4.4% |
| YTD | -5.5% | -11.0% | +5.5% | +1.4% |
| 1Y | -15.6% | -9.5% | -6.1% | -10.7% |
| All | +20.6% | +6.8% | +13.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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