+398.3%
CAH vs XHB
+30.4%
+367.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -1.3% |
| 7D | -5.1% | -5.2% | +0.2% | -4.3% |
| 30D | -1.8% | -12.1% | +10.4% | +0.1% |
| 3M | +9.4% | -6.2% | +15.6% | +10.3% |
| 6M | +9.2% | -6.7% | +16.0% | +10.1% |
| YTD | +15.7% | -5.5% | +21.1% | +16.1% |
| 1Y | +59.7% | -15.6% | +75.4% | +63.0% |
| 3Y | +178.5% | +22.0% | +156.5% | +158.1% |
| 5Y | +398.3% | +31.8% | +366.4% | +335.2% |
| All | +398.3% | +30.4% | +367.9% | +335.2% |
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