+47.7%
XYZ vs XHB
+30.5%
+17.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.4% |
| 7D | -1.0% | -1.3% | +0.3% | 0.0% |
| 30D | -1.7% | -6.9% | +5.2% | +3.6% |
| 3M | +16.7% | -1.3% | +18.0% | +17.3% |
| 6M | +26.9% | -6.8% | +33.6% | +32.4% |
| YTD | +27.1% | +0.7% | +26.4% | +23.9% |
| 1Y | +9.3% | -11.2% | +20.5% | +17.7% |
| All | +47.7% | +30.5% | +17.2% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling