+554.0%
XYZ vs XHB
+212.9%
+341.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +3.2% |
| 7D | +12.1% | +1.3% | +10.8% | +11.0% |
| 30D | +12.4% | +7.8% | +4.6% | +4.3% |
| 3M | +8.2% | -5.5% | +13.6% | +14.5% |
| 6M | +20.7% | -2.6% | +23.3% | +22.5% |
| YTD | +31.3% | +0.4% | +31.0% | +26.6% |
| 1Y | +20.5% | -1.0% | +21.5% | +17.3% |
| 3Y | +72.6% | +37.3% | +35.3% | +10.6% |
| 5Y | -64.0% | +33.7% | -97.7% | -75.0% |
| 10Y | +601.8% | +256.9% | +344.9% | +87.9% |
| All | +554.0% | +212.9% | +341.1% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling