+9.1%
XLV vs XHB
-7.1%
+16.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.1% |
| 7D | -4.4% | -5.2% | +0.9% | -3.4% |
| 30D | -1.4% | -12.1% | +10.7% | +0.9% |
| 3M | +8.9% | -6.2% | +15.1% | +9.7% |
| 6M | +9.1% | -6.7% | +15.8% | +10.1% |
| All | +9.1% | -7.1% | +16.2% | +10.1% |
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