+53.3%
XLE vs XHB
-15.1%
+68.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.7% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +12.6% | -9.1% | +21.7% | +11.0% |
| 3M | +11.8% | -2.3% | +14.2% | +11.3% |
| 6M | +16.1% | -4.1% | +20.2% | +16.9% |
| YTD | +46.9% | -1.7% | +48.6% | +46.9% |
| 1Y | +53.3% | -15.1% | +68.4% | +53.5% |
| All | +53.3% | -15.1% | +68.4% | +53.5% |
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 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