-68.9%
XYZ vs XHB
+37.5%
-106.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.8% |
| 7D | -1.0% | -1.3% | +0.3% | +0.5% |
| 30D | -1.7% | -6.9% | +5.2% | +6.3% |
| 3M | +16.7% | -1.3% | +18.0% | +17.0% |
| 6M | +26.9% | -6.8% | +33.6% | +34.2% |
| YTD | +27.1% | +0.7% | +26.4% | +20.9% |
| 1Y | +9.3% | -11.2% | +20.5% | +20.0% |
| 3Y | +42.3% | +25.3% | +16.9% | -12.6% |
| All | -68.9% | +37.5% | -106.4% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling