+247.2%
AMAT vs XHB
+37.5%
+209.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.4% | +3.5% |
| 7D | -1.5% | -1.3% | -0.2% | -0.4% |
| 30D | -14.8% | -6.9% | -7.9% | -9.9% |
| 3M | -9.3% | -1.3% | -8.0% | -8.4% |
| 6M | +27.4% | -6.8% | +34.2% | +34.7% |
| YTD | +77.6% | +0.7% | +76.8% | +75.3% |
| 1Y | +188.9% | -11.2% | +200.2% | +215.0% |
| 3Y | +202.3% | +25.3% | +177.0% | +131.2% |
| All | +247.2% | +37.5% | +209.7% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling