+17.2%
XLI vs XHB
-9.3%
+26.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.5% |
| 30D | -5.9% | -6.9% | +0.9% | -3.0% |
| 3M | -0.3% | -1.3% | +1.0% | -0.1% |
| 6M | +0.1% | -6.8% | +6.9% | +2.0% |
| YTD | +13.6% | +0.7% | +12.9% | +12.4% |
| 1Y | +17.2% | -11.2% | +28.4% | +19.9% |
| All | +17.2% | -9.3% | +26.4% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling