+176.5%
XLE vs XHB
+234.8%
-58.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.3% |
| 7D | +4.4% | -2.4% | +6.8% | +5.4% |
| 30D | -4.3% | +7.1% | -11.3% | -7.8% |
| 3M | +6.0% | -6.0% | +12.0% | +8.1% |
| 6M | +13.2% | +2.1% | +11.2% | +9.3% |
| YTD | +46.7% | -0.6% | +47.3% | +41.5% |
| 1Y | +46.6% | -3.3% | +49.9% | +43.0% |
| 3Y | +69.6% | +34.1% | +35.5% | +31.2% |
| 5Y | +166.5% | +28.6% | +137.9% | +104.4% |
| All | +176.5% | +234.8% | -58.4% | +11.5% |
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