+171.1%
ADM vs XHB
+215.4%
-44.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.8% |
| 7D | +2.5% | -4.6% | +7.1% | +4.2% |
| 30D | +9.5% | -9.1% | +18.6% | +13.1% |
| 3M | +10.6% | -8.6% | +19.2% | +13.4% |
| 6M | +24.0% | -4.0% | +28.0% | +23.9% |
| YTD | +54.0% | -3.9% | +57.9% | +53.4% |
| 1Y | +45.3% | -16.5% | +61.8% | +52.6% |
| 3Y | +21.8% | +22.6% | -0.8% | +5.7% |
| 5Y | +66.8% | +33.9% | +32.8% | +35.5% |
| All | +171.1% | +215.4% | -44.3% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling