+566.1%
XYZ vs XHB
+234.8%
+331.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -2.2% |
| 7D | -2.1% | -2.4% | +0.3% | +0.4% |
| 30D | +7.0% | +7.1% | 0.0% | 0.0% |
| 3M | +5.1% | -6.0% | +11.0% | +12.1% |
| 6M | +14.1% | +2.1% | +12.0% | +10.4% |
| YTD | +26.4% | -0.6% | +27.0% | +23.0% |
| 1Y | +25.1% | -3.3% | +28.4% | +24.9% |
| 3Y | +59.7% | +34.1% | +25.6% | +3.8% |
| 5Y | -63.8% | +28.6% | -92.4% | -74.3% |
| All | +566.1% | +234.8% | +331.2% | +85.3% |
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