+181.3%
XLE vs XHB
+202.9%
-21.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.5% |
| 7D | +0.3% | -1.9% | +2.2% | +1.2% |
| 30D | +8.5% | -8.3% | +16.8% | +12.8% |
| 3M | +14.6% | -7.1% | +21.8% | +17.2% |
| 6M | +17.6% | -5.3% | +22.8% | +17.4% |
| YTD | +48.1% | -3.2% | +51.3% | +45.6% |
| 1Y | +53.8% | -13.9% | +67.6% | +60.1% |
| 3Y | +56.2% | +24.9% | +31.3% | +26.2% |
| 5Y | +227.7% | +34.5% | +193.2% | +142.9% |
| 10Y | +181.3% | +215.5% | -34.1% | +14.2% |
| All | +181.3% | +202.9% | -21.6% | +14.2% |
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