+49.9%
XLE vs XHB
+5.8%
+44.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.4% | -10.2% | -3.5% |
| 7D | -7.2% | +9.7% | -17.0% | -5.1% |
| 30D | +0.1% | +11.7% | -11.5% | +2.8% |
| 3M | +9.2% | -1.4% | +10.5% | +9.5% |
| 6M | +8.4% | +6.8% | +1.6% | +10.3% |
| YTD | +44.9% | +5.5% | +39.4% | +47.3% |
| 1Y | +49.9% | +5.1% | +44.7% | +52.4% |
| All | +49.9% | +5.8% | +44.1% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling