+48.5%
AMZN vs XHB
+33.0%
+15.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.0% |
| 7D | -0.7% | -4.6% | +4.0% | +2.1% |
| 30D | -3.9% | -9.1% | +5.2% | +1.6% |
| 3M | +6.3% | -8.6% | +14.9% | +11.2% |
| 6M | +20.8% | -4.0% | +24.8% | +21.8% |
| YTD | +11.2% | -3.9% | +15.2% | +11.1% |
| 1Y | +11.7% | -16.5% | +28.1% | +21.7% |
| 3Y | +79.4% | +22.6% | +56.9% | +37.5% |
| All | +48.5% | +33.0% | +15.5% | -2.1% |
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