+417.8%
XLB vs XHB
+173.9%
+243.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -1.4% | -1.3% | -0.1% | -0.7% |
| 30D | -0.4% | -6.9% | +6.5% | +3.3% |
| 3M | +2.0% | -1.3% | +3.2% | +2.2% |
| 6M | +1.8% | -6.8% | +8.6% | +4.8% |
| YTD | +16.6% | +0.7% | +15.9% | +15.0% |
| 1Y | +16.9% | -11.2% | +28.2% | +22.9% |
| 3Y | +32.6% | +25.3% | +7.2% | +13.6% |
| 5Y | +35.6% | +37.3% | -1.7% | +8.6% |
| 10Y | +160.0% | +211.5% | -51.5% | +32.8% |
| All | +417.8% | +173.9% | +243.9% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling