+226.9%
XHB vs QSR
+203.9%
+23.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.0% |
| 7D | -5.2% | -4.7% | -0.5% | -3.0% |
| 30D | -12.1% | +4.3% | -16.4% | -14.0% |
| 3M | -6.2% | +5.4% | -11.7% | -8.8% |
| 6M | -6.7% | +8.2% | -14.9% | -10.8% |
| YTD | -5.5% | +14.1% | -19.6% | -12.2% |
| 1Y | -15.6% | +28.1% | -43.8% | -26.1% |
| 3Y | +22.0% | +25.3% | -3.3% | +6.4% |
| 5Y | +31.8% | +40.4% | -8.6% | +7.8% |
| 10Y | +208.1% | +132.4% | +75.7% | +92.1% |
| All | +226.9% | +203.9% | +23.0% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling