+153.2%
AMAT vs XHB
+30.4%
+122.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.2% |
| 7D | +19.3% | -2.4% | +21.8% | +21.8% |
| 30D | -17.9% | +7.1% | -25.0% | -22.9% |
| 3M | -30.4% | -6.0% | -24.5% | -27.7% |
| 6M | -11.4% | +2.1% | -13.5% | -13.8% |
| YTD | +48.8% | -0.6% | +49.4% | +47.1% |
| 1Y | +66.0% | -3.3% | +69.3% | +67.6% |
| 3Y | +158.8% | +34.1% | +124.7% | +84.4% |
| 5Y | +153.2% | +28.6% | +124.6% | +85.4% |
| All | +153.2% | +30.4% | +122.8% | +85.4% |
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 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