+178.7%
XHB vs TAP
+114.2%
+64.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -1.3% | -2.3% | +1.0% | -0.3% |
| 30D | -6.9% | -2.1% | -4.7% | -6.2% |
| 3M | -1.3% | +6.6% | -7.9% | -4.3% |
| 6M | -6.8% | -11.5% | +4.7% | -2.7% |
| YTD | +0.7% | -10.3% | +11.0% | +4.3% |
| 1Y | -11.2% | -14.4% | +3.1% | -6.6% |
| 3Y | +25.3% | -28.3% | +53.6% | +39.8% |
| 5Y | +37.3% | +1.7% | +35.6% | +29.0% |
| 10Y | +211.5% | -49.2% | +260.7% | +267.8% |
| All | +178.7% | +114.2% | +64.5% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling