+580.0%
XYZ vs XHB
+204.2%
+375.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -0.7% |
| 7D | +2.9% | +0.2% | +2.7% | +2.7% |
| 30D | +1.4% | -9.1% | +10.5% | +11.8% |
| 3M | +14.6% | -2.3% | +16.9% | +16.2% |
| 6M | +20.8% | -4.1% | +24.9% | +23.9% |
| YTD | +23.1% | -1.7% | +24.8% | +21.2% |
| 1Y | +5.6% | -15.1% | +20.8% | +21.0% |
| 3Y | +50.9% | +26.8% | +24.1% | +5.1% |
| 5Y | -68.6% | +37.3% | -105.9% | -78.9% |
| 10Y | +580.0% | +205.7% | +374.3% | +109.5% |
| All | +580.0% | +204.2% | +375.7% | +109.5% |
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