+43.3%
AMAT vs XHB
-1.4%
+44.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +5.1% |
| 7D | -14.7% | +1.3% | -16.0% | -15.4% |
| 30D | -36.1% | +7.8% | -43.9% | -39.5% |
| 3M | -36.9% | -5.5% | -31.4% | -34.2% |
| 6M | -22.2% | -2.6% | -19.6% | -20.4% |
| YTD | +29.9% | +0.4% | +29.6% | +28.8% |
| 1Y | +43.3% | -1.0% | +44.2% | +43.5% |
| All | +43.3% | -1.4% | +44.6% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling