+253.9%
XLI vs XHB
+215.4%
+38.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.2% |
| 7D | -1.7% | -4.6% | +3.0% | +1.0% |
| 30D | -7.3% | -9.1% | +1.9% | -2.2% |
| 3M | -1.3% | -8.6% | +7.2% | +3.3% |
| 6M | +2.2% | -4.0% | +6.3% | +3.8% |
| YTD | +11.7% | -3.9% | +15.6% | +12.9% |
| 1Y | +14.3% | -16.5% | +30.7% | +24.8% |
| 3Y | +70.3% | +22.6% | +47.8% | +42.7% |
| 5Y | +82.3% | +33.9% | +48.4% | +40.8% |
| All | +253.9% | +215.4% | +38.5% | +53.3% |
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