+442.6%
XYL vs XHB
+663.4%
-220.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.2% |
| 7D | +0.8% | -1.9% | +2.8% | +1.9% |
| 30D | -10.8% | -8.3% | -2.5% | -6.1% |
| 3M | -2.5% | -7.1% | +4.6% | +1.5% |
| 6M | -12.2% | -5.3% | -6.9% | -10.1% |
| YTD | -20.1% | -3.2% | -16.9% | -19.7% |
| 1Y | -20.6% | -13.9% | -6.8% | -14.7% |
| 3Y | +17.3% | +24.9% | -7.6% | -3.1% |
| 5Y | -14.5% | +34.5% | -49.0% | -33.7% |
| 10Y | +150.2% | +215.5% | -65.3% | +12.0% |
| All | +442.6% | +663.4% | -220.8% | +71.8% |
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 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