+131.1%
ADI vs XHB
+30.4%
+100.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.5% |
| 7D | +1.3% | -5.2% | +6.6% | +5.0% |
| 30D | -6.0% | -12.1% | +6.2% | +2.3% |
| 3M | -7.7% | -6.2% | -1.5% | -4.2% |
| 6M | +14.0% | -6.7% | +20.7% | +18.3% |
| YTD | +34.4% | -5.5% | +39.9% | +37.6% |
| 1Y | +48.0% | -15.6% | +63.6% | +63.6% |
| 3Y | +113.3% | +22.0% | +91.3% | +77.2% |
| 5Y | +131.1% | +31.8% | +99.3% | +82.1% |
| All | +131.1% | +30.4% | +100.7% | +82.1% |
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 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