+779.6%
XLY vs XHB
+161.2%
+618.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | 0.0% |
| 7D | -1.7% | -4.6% | +2.9% | +0.8% |
| 30D | -4.2% | -9.1% | +4.9% | +0.9% |
| 3M | -2.7% | -8.6% | +5.9% | +1.7% |
| 6M | -0.6% | -4.0% | +3.4% | +0.7% |
| YTD | -5.0% | -3.9% | -1.1% | -4.2% |
| 1Y | -4.1% | -16.5% | +12.4% | +4.1% |
| 3Y | +33.6% | +22.6% | +11.0% | +15.1% |
| 5Y | +28.7% | +33.9% | -5.2% | +5.0% |
| 10Y | +219.6% | +213.0% | +6.6% | +61.5% |
| All | +779.6% | +161.2% | +618.4% | +250.3% |
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 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