+485.3%
ADSK vs XHB
+163.2%
+322.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.7% |
| 7D | -14.5% | -1.9% | -12.6% | -13.6% |
| 30D | -19.3% | -8.3% | -11.0% | -15.1% |
| 3M | -7.8% | -7.1% | -0.6% | -4.6% |
| 6M | -20.8% | -5.3% | -15.5% | -20.1% |
| YTD | -30.2% | -3.2% | -27.0% | -31.1% |
| 1Y | -36.5% | -13.9% | -22.6% | -32.8% |
| 3Y | -5.7% | +24.9% | -30.6% | -23.7% |
| 5Y | -28.2% | +34.5% | -62.7% | -44.0% |
| 10Y | +209.1% | +215.5% | -6.3% | +39.8% |
| All | +485.3% | +163.2% | +322.1% | +124.4% |
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