+234.2%
XLF vs XHB
+167.3%
+66.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | +0.2% |
| 7D | +0.2% | +0.2% | 0.0% | 0.0% |
| 30D | -0.5% | -9.1% | +8.5% | +5.8% |
| 3M | +10.6% | -2.3% | +13.0% | +11.1% |
| 6M | +14.3% | -4.1% | +18.4% | +15.2% |
| YTD | +5.5% | -1.7% | +7.2% | +3.9% |
| 1Y | +9.6% | -15.1% | +24.7% | +18.6% |
| 3Y | +75.2% | +26.8% | +48.3% | +36.2% |
| 5Y | +65.5% | +37.3% | +28.2% | +16.9% |
| 10Y | +246.4% | +205.7% | +40.8% | +28.9% |
| All | +234.2% | +167.3% | +66.9% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling