+17.6%
ABNB vs XHB
+82.4%
-64.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.4% |
| 7D | -6.5% | -4.6% | -1.8% | -3.1% |
| 30D | -5.5% | -9.1% | +3.6% | +1.3% |
| 3M | +30.0% | -8.6% | +38.6% | +38.1% |
| 6M | +27.6% | -4.0% | +31.6% | +29.7% |
| YTD | +25.4% | -3.9% | +29.3% | +26.3% |
| 1Y | +38.3% | -16.5% | +54.8% | +54.6% |
| 3Y | +15.5% | +22.6% | -7.1% | -11.7% |
| 5Y | +3.0% | +33.9% | -30.9% | -29.7% |
| All | +17.6% | +82.4% | -64.8% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling