+571.3%
XLP vs XHB
+172.9%
+398.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | +10.3% | +7.8% | +2.5% | +8.2% |
| 3M | +6.5% | -5.5% | +12.0% | +7.9% |
| 6M | +8.4% | -2.6% | +11.0% | +8.5% |
| YTD | +18.2% | +0.4% | +17.8% | +17.1% |
| 1Y | +22.4% | -1.0% | +23.4% | +21.6% |
| 3Y | +41.9% | +37.3% | +4.6% | +27.3% |
| 5Y | +40.9% | +33.7% | +7.2% | +25.1% |
| 10Y | +128.4% | +256.9% | -128.5% | +54.4% |
| All | +571.3% | +172.9% | +398.4% | +312.8% |
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