+1,076.9%
ATI vs XHB
+34.8%
+1,042.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.6% |
| 7D | +2.4% | -1.9% | +4.3% | +3.6% |
| 30D | -9.5% | -8.3% | -1.2% | -4.6% |
| 3M | +10.4% | -7.1% | +17.5% | +14.8% |
| 6M | +31.8% | -5.3% | +37.1% | +35.8% |
| YTD | +80.0% | -3.2% | +83.2% | +82.6% |
| 1Y | +175.8% | -13.9% | +189.7% | +199.2% |
| 3Y | +364.2% | +24.9% | +339.3% | +293.1% |
| 5Y | +1,076.9% | +34.5% | +1,042.4% | +779.5% |
| All | +1,076.9% | +34.8% | +1,042.0% | +779.5% |
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 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