+30.1%
XYZ vs XHB
-1.7%
+31.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.2% | -4.1% | +1.9% | +0.5% |
| 30D | +11.6% | +9.6% | +2.0% | +6.5% |
| 3M | +8.4% | -6.0% | +14.4% | +12.1% |
| 6M | +17.2% | +2.2% | +15.0% | +16.0% |
| YTD | +31.7% | +1.1% | +30.5% | +29.9% |
| 1Y | +30.1% | -1.7% | +31.8% | +29.9% |
| All | +30.1% | -1.7% | +31.7% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling