+551.0%
ADBE vs XHB
+167.3%
+383.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.0% | -2.2% |
| 7D | -10.1% | +0.2% | -10.3% | -10.2% |
| 30D | -3.0% | -9.1% | +6.1% | +1.6% |
| 3M | +5.0% | -2.3% | +7.3% | +5.1% |
| 6M | -9.3% | -4.1% | -5.2% | -9.3% |
| YTD | -26.5% | -1.7% | -24.8% | -28.0% |
| 1Y | -28.3% | -15.1% | -13.2% | -24.3% |
| 3Y | -54.1% | +26.8% | -80.9% | -62.3% |
| 5Y | -61.2% | +37.3% | -98.6% | -69.5% |
| 10Y | +152.5% | +205.7% | -53.2% | +26.4% |
| All | +551.0% | +167.3% | +383.7% | +139.1% |
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