+22.6%
XHB vs JAAA
+19.0%
+3.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.9% |
| 30D | -9.1% | +0.5% | -9.7% | -10.9% |
| 3M | -8.6% | +1.3% | -9.8% | -12.7% |
| 6M | -4.0% | +2.8% | -6.8% | -13.3% |
| YTD | -3.9% | +3.3% | -7.2% | -14.6% |
| 1Y | -16.5% | +4.9% | -21.4% | -29.8% |
| 3Y | +22.6% | +19.0% | +3.6% | -3.6% |
| All | +22.6% | +19.0% | +3.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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