+233.4%
XHB vs TAP
-46.0%
+279.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.5% |
| 7D | -0.2% | +1.3% | -1.5% | -0.7% |
| 30D | +9.9% | +5.7% | +4.2% | +7.6% |
| 3M | -6.3% | -1.9% | -4.4% | -5.9% |
| 6M | +3.8% | +0.9% | +2.9% | +2.8% |
| YTD | +0.1% | -9.5% | +9.6% | +2.8% |
| 1Y | -0.8% | -9.0% | +8.1% | +1.5% |
| 3Y | +35.6% | -22.2% | +57.9% | +45.0% |
| 5Y | +29.6% | +1.2% | +28.3% | +23.1% |
| All | +233.4% | -46.0% | +279.4% | +234.9% |
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