+162.8%
XLE vs XHB
+257.8%
-95.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -1.1% |
| 7D | -7.9% | +1.3% | -9.2% | -8.7% |
| 30D | -4.8% | +11.8% | -16.6% | -10.1% |
| 3M | +8.4% | -3.8% | +12.2% | +9.4% |
| 6M | +12.7% | +4.1% | +8.6% | +8.0% |
| YTD | +41.3% | +4.0% | +37.3% | +33.5% |
| 1Y | +42.3% | +1.6% | +40.7% | +35.8% |
| 3Y | +65.1% | +43.2% | +21.9% | +23.7% |
| 5Y | +150.2% | +35.8% | +114.4% | +86.8% |
| All | +162.8% | +257.8% | -95.0% | +3.8% |
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