+1,345.7%
ADP vs XHB
+175.2%
+1,170.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.8% | +2.1% |
| 7D | +3.2% | +1.2% | +2.0% | +2.6% |
| 30D | +12.8% | +8.9% | +3.9% | +8.9% |
| 3M | +12.3% | -4.2% | +16.5% | +13.8% |
| 6M | +45.4% | +1.4% | +44.1% | +43.0% |
| YTD | +21.4% | +1.2% | +20.2% | +18.1% |
| 1Y | +23.7% | -1.3% | +25.0% | +21.5% |
| 3Y | +43.6% | +36.6% | +7.1% | +19.7% |
| 5Y | +48.7% | +34.3% | +14.4% | +22.7% |
| 10Y | +316.1% | +241.1% | +75.0% | +132.2% |
| All | +1,345.7% | +175.2% | +1,170.4% | +573.4% |
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