+234.1%
ABT vs XHB
+237.3%
-3.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +0.9% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +6.0% | +9.9% | -3.9% | +2.6% |
| 3M | -1.9% | -6.3% | +4.4% | +0.2% |
| 6M | +31.2% | +3.8% | +27.3% | +28.6% |
| YTD | -11.2% | +0.1% | -11.4% | -12.3% |
| 1Y | -14.0% | -0.8% | -13.1% | -14.8% |
| 3Y | +20.7% | +35.6% | -14.9% | +1.4% |
| 5Y | -6.7% | +29.6% | -36.2% | -22.2% |
| All | +234.1% | +237.3% | -3.2% | +78.9% |
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