+158.8%
XLB vs XHB
+210.4%
-51.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | +0.1% |
| 7D | -3.5% | -5.2% | +1.7% | -0.5% |
| 30D | -4.7% | -12.1% | +7.5% | +2.6% |
| 3M | +2.7% | -6.2% | +8.9% | +6.0% |
| 6M | +2.6% | -6.7% | +9.3% | +5.7% |
| YTD | +12.8% | -5.5% | +18.3% | +15.1% |
| 1Y | +14.0% | -15.6% | +29.6% | +23.9% |
| 3Y | +31.5% | +22.0% | +9.5% | +10.8% |
| 5Y | +33.4% | +31.8% | +1.6% | +4.5% |
| All | +158.8% | +210.4% | -51.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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