+638.0%
XYZ vs XHB
+271.6%
+366.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | -0.1% |
| 7D | +14.9% | +1.3% | +13.6% | +13.8% |
| 30D | +14.7% | +11.8% | +2.8% | +2.4% |
| 3M | +12.1% | -3.8% | +15.9% | +16.7% |
| 6M | +18.3% | +4.1% | +14.2% | +12.2% |
| YTD | +36.1% | +4.0% | +32.1% | +26.4% |
| 1Y | +35.3% | +1.6% | +33.7% | +28.3% |
| 3Y | +73.5% | +43.2% | +30.3% | +5.0% |
| 5Y | -61.6% | +35.8% | -97.5% | -74.2% |
| 10Y | +638.0% | +259.3% | +378.7% | +99.9% |
| All | +638.0% | +271.6% | +366.4% | +99.9% |
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 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