-62.2%
ADBE vs XHB
+30.4%
-92.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -1.3% |
| 7D | -12.9% | -5.2% | -7.7% | -10.7% |
| 30D | -5.6% | -12.1% | +6.5% | +0.3% |
| 3M | +6.6% | -6.2% | +12.8% | +8.8% |
| 6M | -9.6% | -6.7% | -2.9% | -8.6% |
| YTD | -28.9% | -5.5% | -23.4% | -29.4% |
| 1Y | -28.9% | -15.6% | -13.3% | -24.7% |
| 3Y | -55.6% | +22.0% | -77.6% | -66.0% |
| 5Y | -62.2% | +31.8% | -94.1% | -72.4% |
| All | -62.2% | +30.4% | -92.6% | -72.4% |
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