+20.7%
ABT vs XHB
+35.8%
-15.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.1% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +6.0% | +9.9% | -3.9% | +4.6% |
| 3M | -1.9% | -6.3% | +4.4% | -1.0% |
| 6M | +31.2% | +3.8% | +27.3% | +30.2% |
| YTD | -11.2% | +0.1% | -11.4% | -11.5% |
| 1Y | -14.0% | -0.8% | -13.1% | -14.2% |
| 3Y | +20.7% | +35.6% | -14.9% | +13.3% |
| All | +20.7% | +35.8% | -15.1% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling