+218.0%
XLE vs XHB
+37.5%
+180.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.1% |
| 7D | +2.2% | -1.3% | +3.5% | +2.4% |
| 30D | +11.8% | -6.9% | +18.7% | +13.3% |
| 3M | +9.8% | -1.3% | +11.1% | +9.4% |
| 6M | +15.6% | -6.8% | +22.4% | +16.5% |
| YTD | +45.3% | +0.7% | +44.5% | +43.0% |
| 1Y | +48.3% | -11.2% | +59.5% | +51.1% |
| 3Y | +55.4% | +25.3% | +30.1% | +41.0% |
| All | +218.0% | +37.5% | +180.5% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling