-15.6%
XYL vs XHB
+30.4%
-46.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.3% |
| 7D | -1.2% | -5.2% | +4.0% | +1.7% |
| 30D | -13.2% | -12.1% | -1.0% | -6.6% |
| 3M | -0.2% | -6.2% | +6.1% | +3.2% |
| 6M | -12.5% | -6.7% | -5.8% | -9.7% |
| YTD | -20.9% | -5.5% | -15.4% | -19.5% |
| 1Y | -21.6% | -15.6% | -5.9% | -14.8% |
| 3Y | +16.1% | +22.0% | -5.9% | -4.5% |
| 5Y | -15.6% | +31.8% | -47.4% | -35.6% |
| All | -15.6% | +30.4% | -46.0% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling