+142.8%
XYL vs XHB
+215.4%
-72.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.6% |
| 7D | +1.2% | -4.6% | +5.8% | +4.1% |
| 30D | -11.9% | -9.1% | -2.8% | -6.6% |
| 3M | -1.5% | -8.6% | +7.0% | +3.7% |
| 6M | -11.9% | -4.0% | -7.9% | -10.5% |
| YTD | -20.6% | -3.9% | -16.6% | -19.9% |
| 1Y | -23.5% | -16.5% | -7.0% | -15.9% |
| 3Y | +14.9% | +22.6% | -7.7% | -5.5% |
| 5Y | -15.3% | +33.9% | -49.2% | -35.6% |
| All | +142.8% | +215.4% | -72.6% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling