+553.0%
AMZN vs XHB
+210.4%
+342.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.9% |
| 7D | -2.7% | -5.2% | +2.5% | -0.1% |
| 30D | -7.5% | -12.1% | +4.7% | -1.5% |
| 3M | +5.8% | -6.2% | +12.1% | +8.5% |
| 6M | +17.5% | -6.7% | +24.2% | +20.3% |
| YTD | +9.1% | -5.5% | +14.6% | +10.2% |
| 1Y | +9.4% | -15.6% | +25.0% | +16.7% |
| 3Y | +82.2% | +22.0% | +60.2% | +55.5% |
| 5Y | +45.2% | +31.8% | +13.4% | +16.5% |
| All | +553.0% | +210.4% | +342.6% | +277.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling