+64.8%
ZBH vs XHB
+167.3%
-102.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -3.0% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -2.4% | -9.1% | +6.7% | +1.3% |
| 3M | +8.3% | -2.3% | +10.6% | +8.9% |
| 6M | +0.7% | -4.1% | +4.8% | +1.6% |
| YTD | +5.3% | -1.7% | +7.1% | +5.0% |
| 1Y | -9.1% | -15.1% | +6.0% | -4.0% |
| 3Y | -19.7% | +26.8% | -46.5% | -29.7% |
| 5Y | -31.3% | +37.3% | -68.6% | -42.9% |
| 10Y | -18.9% | +205.7% | -224.6% | -52.2% |
| All | +64.8% | +167.3% | -102.5% | -22.7% |
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