+5.6%
XYZ vs XHB
-15.1%
+20.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -1.9% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +1.4% | -9.1% | +10.5% | +6.6% |
| 3M | +14.6% | -2.3% | +16.9% | +15.9% |
| 6M | +20.8% | -4.1% | +24.9% | +22.0% |
| YTD | +23.1% | -1.7% | +24.8% | +22.4% |
| 1Y | +5.6% | -15.1% | +20.8% | +12.7% |
| All | +5.6% | -15.1% | +20.8% | +12.7% |
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