+45.8%
ADP vs XHB
+37.2%
+8.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.8% |
| 7D | -5.5% | +0.2% | -5.7% | -5.5% |
| 30D | -1.2% | -9.1% | +7.8% | +1.5% |
| 3M | +17.9% | -2.3% | +20.2% | +17.9% |
| 6M | +20.3% | -4.1% | +24.4% | +20.4% |
| YTD | +5.8% | -1.7% | +7.5% | +4.5% |
| 1Y | -7.7% | -15.1% | +7.4% | -4.0% |
| 3Y | +14.7% | +26.8% | -12.1% | -3.5% |
| 5Y | +45.8% | +37.3% | +8.4% | +16.7% |
| All | +45.8% | +37.2% | +8.6% | +16.7% |
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