+533.2%
XYZ vs XHB
+214.1%
+319.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.7% |
| 7D | -1.0% | -1.3% | +0.3% | +0.4% |
| 30D | -1.7% | -6.9% | +5.2% | +5.7% |
| 3M | +16.7% | -1.3% | +18.0% | +17.1% |
| 6M | +26.9% | -6.8% | +33.6% | +33.8% |
| YTD | +27.1% | +0.7% | +26.4% | +22.1% |
| 1Y | +9.3% | -11.2% | +20.5% | +19.2% |
| 3Y | +42.3% | +25.3% | +16.9% | +1.2% |
| 5Y | -69.3% | +37.3% | -106.6% | -79.3% |
| 10Y | +586.8% | +211.5% | +375.3% | +104.9% |
| All | +533.2% | +214.1% | +319.1% | +60.0% |
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