+287.5%
CAH vs XHB
+215.4%
+72.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -5.1% | -4.6% | -0.5% | -3.7% |
| 30D | +0.2% | -9.1% | +9.3% | +3.2% |
| 3M | +6.3% | -8.6% | +14.9% | +9.0% |
| 6M | +9.4% | -4.0% | +13.4% | +10.0% |
| YTD | +15.0% | -3.9% | +18.9% | +15.0% |
| 1Y | +55.4% | -16.5% | +71.9% | +62.7% |
| 3Y | +173.8% | +22.6% | +151.3% | +137.8% |
| 5Y | +395.2% | +33.9% | +361.3% | +303.0% |
| All | +287.5% | +215.4% | +72.1% | +106.0% |
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