+515.1%
ADBE vs XHB
+172.3%
+342.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +1.0% | +9.9% | -8.9% | -4.0% |
| 3M | -10.1% | -6.3% | -3.8% | -7.5% |
| 6M | +3.0% | +3.8% | -0.9% | -0.8% |
| YTD | -30.5% | +0.1% | -30.7% | -32.9% |
| 1Y | -27.1% | -0.8% | -26.3% | -29.4% |
| 3Y | -58.8% | +35.6% | -94.4% | -67.5% |
| 5Y | -63.0% | +29.6% | -92.6% | -70.1% |
| 10Y | +134.5% | +237.5% | -103.1% | +11.4% |
| All | +515.1% | +172.3% | +342.8% | +123.0% |
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