+551.0%
XRT vs XHB
+284.0%
+267.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +1.3% |
| 7D | +2.5% | +1.3% | +1.2% | +1.7% |
| 30D | +10.3% | +11.8% | -1.5% | +2.7% |
| 3M | +2.4% | -3.8% | +6.2% | +4.8% |
| 6M | +10.0% | +4.1% | +5.9% | +6.4% |
| YTD | +9.5% | +4.0% | +5.6% | +5.2% |
| 1Y | +17.2% | +1.6% | +15.6% | +14.2% |
| 3Y | +62.0% | +43.2% | +18.8% | +24.4% |
| 5Y | -2.1% | +35.8% | -37.9% | -22.1% |
| 10Y | +152.6% | +259.3% | -106.7% | +8.3% |
| All | +551.0% | +284.0% | +267.0% | +112.1% |
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 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