+215.5%
XHB vs TAP
-51.4%
+266.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -1.9% | -5.1% | +3.2% | 0.0% |
| 30D | -8.3% | -8.4% | +0.1% | -5.4% |
| 3M | -7.1% | -3.9% | -3.2% | -6.1% |
| 6M | -5.3% | -14.4% | +9.1% | -0.3% |
| YTD | -3.2% | -14.7% | +11.5% | +1.8% |
| 1Y | -13.9% | -18.7% | +4.8% | -8.1% |
| 3Y | +24.9% | -32.6% | +57.6% | +41.0% |
| 5Y | +34.5% | -1.4% | +35.9% | +29.2% |
| 10Y | +215.5% | -50.4% | +265.8% | +221.5% |
| All | +215.5% | -51.4% | +266.8% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling