+73.0%
XLF vs XHB
+21.1%
+51.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -2.9% | -5.2% | +2.4% | -1.3% |
| 30D | -1.6% | -12.1% | +10.5% | +2.3% |
| 3M | +9.3% | -6.2% | +15.5% | +10.9% |
| 6M | +14.6% | -6.7% | +21.3% | +16.1% |
| YTD | +4.7% | -5.5% | +10.2% | +5.3% |
| 1Y | +8.6% | -15.6% | +24.3% | +13.4% |
| All | +73.0% | +21.1% | +51.9% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling