+203.9%
XHB vs Z
+25.1%
+178.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | -1.3% | -3.0% | +1.7% | -0.6% |
| 30D | -6.9% | -4.2% | -2.7% | -6.1% |
| 3M | -1.3% | -3.7% | +2.4% | -1.0% |
| 6M | -6.8% | -24.5% | +17.7% | -1.1% |
| YTD | +0.7% | -49.3% | +50.0% | +17.0% |
| 1Y | -11.2% | -58.7% | +47.4% | +8.2% |
| 3Y | +25.3% | -34.1% | +59.5% | +31.7% |
| 5Y | +37.3% | -64.5% | +101.9% | +55.0% |
| 10Y | +211.5% | -0.5% | +212.0% | +142.9% |
| All | +203.9% | +25.1% | +178.8% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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