-11.3%
ABT vs XHB
+33.0%
-44.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | -5.9% | -4.6% | -1.3% | -4.7% |
| 30D | -8.1% | -9.1% | +1.0% | -5.7% |
| 3M | +14.5% | -8.6% | +23.1% | +17.0% |
| 6M | -6.3% | -4.0% | -2.3% | -5.8% |
| YTD | -17.1% | -3.9% | -13.2% | -16.9% |
| 1Y | -21.4% | -16.5% | -4.9% | -18.1% |
| 3Y | +5.9% | +22.6% | -16.6% | -6.8% |
| All | -11.3% | +33.0% | -44.3% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling