+210.1%
XHB vs INVH
+75.4%
+134.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.6% | -3.0% | -1.6% | -2.9% |
| 30D | -9.1% | -7.5% | -1.6% | -4.8% |
| 3M | -8.6% | -5.5% | -3.0% | -5.5% |
| 6M | -4.0% | +11.7% | -15.7% | -10.5% |
| YTD | -3.9% | +1.3% | -5.3% | -5.4% |
| 1Y | -16.5% | -6.1% | -10.4% | -14.0% |
| 3Y | +22.6% | -9.8% | +32.3% | +27.0% |
| 5Y | +33.9% | -19.7% | +53.6% | +47.1% |
| All | +210.1% | +75.4% | +134.7% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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