+159.8%
XLB vs XHB
+215.4%
-55.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.5% |
| 7D | -2.8% | -4.6% | +1.8% | -0.2% |
| 30D | -3.1% | -9.1% | +6.0% | +2.3% |
| 3M | -0.2% | -8.6% | +8.4% | +4.6% |
| 6M | +3.1% | -4.0% | +7.1% | +4.4% |
| YTD | +13.3% | -3.9% | +17.2% | +14.4% |
| 1Y | +12.0% | -16.5% | +28.5% | +22.5% |
| 3Y | +31.4% | +22.6% | +8.8% | +10.5% |
| 5Y | +33.9% | +33.9% | 0.0% | +3.9% |
| All | +159.8% | +215.4% | -55.6% | +15.6% |
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