+64.3%
XLF vs XHB
+33.0%
+31.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | -1.5% | -4.6% | +3.2% | +0.4% |
| 30D | -1.2% | -9.1% | +8.0% | +2.6% |
| 3M | +9.2% | -8.6% | +17.7% | +12.6% |
| 6M | +16.3% | -4.0% | +20.4% | +17.0% |
| YTD | +5.4% | -3.9% | +9.4% | +5.6% |
| 1Y | +7.6% | -16.5% | +24.1% | +14.3% |
| 3Y | +74.2% | +22.6% | +51.6% | +49.0% |
| All | +64.3% | +33.0% | +31.2% | +29.4% |
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