+1,329.7%
ADP vs XHB
+182.7%
+1,147.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -1.8% |
| 7D | +1.1% | +1.3% | -0.2% | +0.5% |
| 30D | +11.5% | +11.8% | -0.3% | +6.6% |
| 3M | +12.0% | -3.8% | +15.9% | +13.4% |
| 6M | +43.8% | +4.1% | +39.7% | +40.0% |
| YTD | +20.1% | +4.0% | +16.1% | +15.7% |
| 1Y | +22.3% | +1.6% | +20.7% | +18.8% |
| 3Y | +43.3% | +43.2% | +0.1% | +17.2% |
| 5Y | +47.3% | +35.8% | +11.5% | +21.1% |
| 10Y | +313.7% | +259.3% | +54.4% | +126.5% |
| All | +1,329.7% | +182.7% | +1,147.0% | +559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling