+115.3%
ADI vs XHB
+24.0%
+91.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.5% |
| 7D | +2.6% | -1.9% | +4.5% | +3.8% |
| 30D | -4.6% | -8.3% | +3.7% | +0.5% |
| 3M | -9.5% | -7.1% | -2.4% | -5.7% |
| 6M | +14.8% | -5.3% | +20.1% | +17.9% |
| YTD | +35.8% | -3.2% | +39.0% | +36.9% |
| 1Y | +48.9% | -13.9% | +62.8% | +61.7% |
| All | +115.3% | +24.0% | +91.3% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling