-29.2%
ZBH vs XHB
+30.4%
-59.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.4% |
| 7D | -6.6% | -5.2% | -1.3% | -4.6% |
| 30D | -4.9% | -12.1% | +7.2% | -0.2% |
| 3M | +5.1% | -6.2% | +11.3% | +7.4% |
| 6M | +1.3% | -6.7% | +8.1% | +3.4% |
| YTD | +3.4% | -5.5% | +8.8% | +4.5% |
| 1Y | -8.7% | -15.6% | +7.0% | -3.6% |
| 3Y | -21.2% | +22.0% | -43.2% | -30.6% |
| 5Y | -29.2% | +31.8% | -61.0% | -42.6% |
| All | -29.2% | +30.4% | -59.6% | -42.6% |
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