-7.5%
XLU vs XHB
-7.1%
-0.3%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.6% |
| 7D | -1.2% | -5.2% | +4.1% | -0.3% |
| 30D | -2.5% | -12.1% | +9.6% | -0.5% |
| 3M | -2.7% | -6.2% | +3.5% | -1.8% |
| 6M | -7.5% | -6.7% | -0.7% | -6.5% |
| All | -7.5% | -7.1% | -0.3% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling