+29.1%
ABNB vs XHB
+90.1%
-61.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +11.8% | +9.9% | +1.9% | +4.2% |
| 3M | +0.9% | -6.3% | +7.2% | +5.4% |
| 6M | +40.5% | +3.8% | +36.6% | +34.9% |
| YTD | +37.6% | +0.1% | +37.5% | +34.0% |
| 1Y | +54.1% | -0.8% | +54.9% | +50.8% |
| 3Y | +56.8% | +35.6% | +21.2% | +9.7% |
| 5Y | -9.6% | +29.6% | -39.1% | -38.1% |
| All | +29.1% | +90.1% | -61.1% | -32.2% |
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