+248.8%
XLF vs XHB
+215.4%
+33.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.2% |
| 7D | -1.5% | -4.6% | +3.2% | +1.0% |
| 30D | -1.2% | -9.1% | +8.0% | +3.9% |
| 3M | +9.2% | -8.6% | +17.7% | +13.7% |
| 6M | +16.3% | -4.0% | +20.4% | +17.1% |
| YTD | +5.4% | -3.9% | +9.4% | +5.5% |
| 1Y | +7.6% | -16.5% | +24.1% | +16.2% |
| 3Y | +74.2% | +22.6% | +51.6% | +43.2% |
| 5Y | +66.1% | +33.9% | +32.2% | +25.5% |
| All | +248.8% | +215.4% | +33.5% | +42.0% |
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