+148.0%
ADBE vs XHB
+210.4%
-62.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -1.2% |
| 7D | -12.9% | -5.2% | -7.7% | -10.5% |
| 30D | -5.6% | -12.1% | +6.5% | +0.8% |
| 3M | +6.6% | -6.2% | +12.8% | +9.1% |
| 6M | -9.6% | -6.7% | -2.9% | -8.4% |
| YTD | -28.9% | -5.5% | -23.4% | -29.2% |
| 1Y | -28.9% | -15.6% | -13.3% | -24.6% |
| 3Y | -55.6% | +22.0% | -77.6% | -64.1% |
| 5Y | -62.2% | +31.8% | -94.1% | -71.3% |
| All | +148.0% | +210.4% | -62.4% | +17.7% |
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