+87.8%
XHB vs JAAA
+29.3%
+58.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | -9.1% | +0.5% | -9.5% | -9.8% |
| 3M | -2.3% | +1.2% | -3.5% | -4.3% |
| 6M | -4.1% | +2.8% | -7.0% | -8.6% |
| YTD | -1.7% | +3.2% | -4.9% | -6.8% |
| 1Y | -15.1% | +4.8% | -19.9% | -21.6% |
| 3Y | +26.8% | +19.0% | +7.9% | +2.6% |
| 5Y | +37.3% | +26.8% | +10.5% | +2.2% |
| All | +87.8% | +29.3% | +58.5% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling