+374.7%
XYL vs XHB
+689.6%
-314.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | -8.3% | +9.9% | -18.3% | -13.5% |
| 3M | -21.4% | -6.3% | -15.1% | -18.6% |
| 6M | -12.9% | +3.8% | -16.8% | -15.6% |
| YTD | -30.1% | +0.1% | -30.2% | -31.3% |
| 1Y | -35.2% | -0.8% | -34.3% | -36.1% |
| 3Y | -0.8% | +35.6% | -36.4% | -22.2% |
| 5Y | -23.2% | +29.6% | -52.8% | -39.2% |
| 10Y | +101.2% | +237.5% | -136.3% | -13.6% |
| All | +374.7% | +689.6% | -314.9% | +46.9% |
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