+752.4%
ABT vs XHB
+173.9%
+578.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -3.7% | -1.3% | -2.4% | -3.3% |
| 30D | +2.5% | -6.9% | +9.4% | +4.4% |
| 3M | +20.2% | -1.3% | +21.4% | +20.2% |
| 6M | -2.9% | -6.8% | +3.9% | -1.6% |
| YTD | -11.9% | +0.7% | -12.7% | -12.8% |
| 1Y | -16.5% | -11.2% | -5.3% | -14.6% |
| 3Y | +12.1% | +25.3% | -13.2% | +2.1% |
| 5Y | -7.4% | +37.3% | -44.7% | -19.0% |
| 10Y | +210.7% | +211.5% | -0.8% | +113.8% |
| All | +752.4% | +173.9% | +578.5% | +435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling