+45.0%
AAPL vs XHB
-14.9%
+59.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | +3.8% | -4.6% | +8.5% | +4.7% |
| 30D | +9.9% | -9.1% | +19.1% | +11.7% |
| 3M | +12.5% | -8.6% | +21.0% | +13.9% |
| 6M | +27.6% | -4.0% | +31.7% | +27.2% |
| YTD | +22.6% | -3.9% | +26.5% | +22.3% |
| 1Y | +45.0% | -16.5% | +61.4% | +40.7% |
| All | +45.0% | -14.9% | +59.9% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling