-63.9%
XYZ vs XHB
+33.2%
-97.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +3.4% |
| 7D | +12.1% | +1.3% | +10.8% | +10.9% |
| 30D | +12.4% | +7.8% | +4.6% | +3.7% |
| 3M | +8.2% | -5.5% | +13.6% | +14.9% |
| 6M | +20.7% | -2.6% | +23.3% | +22.4% |
| YTD | +31.3% | +0.4% | +31.0% | +25.4% |
| 1Y | +20.5% | -1.0% | +21.5% | +16.2% |
| 3Y | +72.6% | +37.3% | +35.3% | -8.6% |
| All | -63.9% | +33.2% | -97.1% | -81.3% |
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 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