+161.6%
XHB vs NYT
+204.7%
-43.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | -12.1% | +4.5% | -16.6% | -13.6% |
| 3M | -6.2% | -8.5% | +2.3% | -4.0% |
| 6M | -6.7% | -15.1% | +8.3% | -2.1% |
| YTD | -5.5% | -3.3% | -2.2% | -6.2% |
| 1Y | -15.6% | +17.0% | -32.6% | -22.5% |
| 3Y | +22.0% | +55.7% | -33.7% | -2.1% |
| 5Y | +31.8% | +38.9% | -7.0% | +7.4% |
| 10Y | +208.1% | +485.3% | -277.2% | +30.7% |
| All | +161.6% | +204.7% | -43.1% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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