+1,205.6%
ADP vs XHB
+173.9%
+1,031.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.5% |
| 7D | -3.4% | -1.3% | -2.1% | -3.0% |
| 30D | +2.8% | -6.9% | +9.7% | +5.5% |
| 3M | +20.9% | -1.3% | +22.2% | +20.6% |
| 6M | +29.9% | -6.8% | +36.7% | +31.4% |
| YTD | +9.6% | +0.7% | +8.9% | +7.2% |
| 1Y | -5.3% | -11.2% | +6.0% | -2.8% |
| 3Y | +16.5% | +25.3% | -8.9% | +0.6% |
| 5Y | +49.4% | +37.3% | +12.1% | +22.3% |
| 10Y | +282.2% | +211.5% | +70.7% | +120.7% |
| All | +1,205.6% | +173.9% | +1,031.7% | +510.8% |
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