+717.0%
XLI vs XHB
+167.3%
+549.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.7% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | -5.8% | -9.1% | +3.3% | -1.3% |
| 3M | +0.7% | -2.3% | +3.0% | +1.5% |
| 6M | +3.2% | -4.1% | +7.3% | +4.7% |
| YTD | +13.0% | -1.7% | +14.7% | +13.0% |
| 1Y | +16.8% | -15.1% | +31.9% | +25.3% |
| 3Y | +72.4% | +26.8% | +45.6% | +47.2% |
| 5Y | +82.8% | +37.3% | +45.4% | +46.8% |
| 10Y | +252.4% | +205.7% | +46.8% | +85.6% |
| All | +717.0% | +167.3% | +549.7% | +230.6% |
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