-10.9%
ADM vs XHB
+0.7%
-11.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | -0.1% |
| 7D | +0.7% | -2.4% | +3.1% | +0.5% |
| 30D | -14.7% | +7.1% | -21.8% | -13.5% |
| 3M | -10.4% | -6.0% | -4.5% | -11.4% |
| 6M | -10.9% | +2.1% | -13.0% | -11.0% |
| All | -10.9% | +0.7% | -11.6% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling