-23.5%
XYL vs XHB
-14.9%
-8.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.3% |
| 7D | +1.2% | -4.6% | +5.8% | +3.1% |
| 30D | -11.9% | -9.1% | -2.8% | -8.5% |
| 3M | -1.5% | -8.6% | +7.0% | +1.9% |
| 6M | -11.9% | -4.0% | -7.9% | -10.6% |
| YTD | -20.6% | -3.9% | -16.6% | -19.7% |
| 1Y | -23.5% | -16.5% | -7.0% | -18.8% |
| All | -23.5% | -14.9% | -8.6% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling