+22.6%
XHB vs QSR
+25.8%
-3.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -4.6% | -4.0% | -0.6% | -3.1% |
| 30D | -9.1% | +2.8% | -11.9% | -10.1% |
| 3M | -8.6% | +5.1% | -13.6% | -10.5% |
| 6M | -4.0% | +8.8% | -12.8% | -7.9% |
| YTD | -3.9% | +14.8% | -18.8% | -10.2% |
| 1Y | -16.5% | +25.7% | -42.2% | -25.0% |
| 3Y | +22.6% | +27.5% | -5.0% | +6.7% |
| All | +22.6% | +25.8% | -3.2% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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