+659.4%
CAH vs XHB
+167.3%
+492.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.9% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +1.7% | -9.1% | +10.8% | +4.8% |
| 3M | +17.9% | -2.3% | +20.2% | +18.4% |
| 6M | +10.9% | -4.1% | +15.1% | +11.6% |
| YTD | +17.9% | -1.7% | +19.6% | +17.2% |
| 1Y | +61.7% | -15.1% | +76.8% | +68.1% |
| 3Y | +183.7% | +26.8% | +156.9% | +149.7% |
| 5Y | +401.3% | +37.3% | +364.0% | +318.8% |
| 10Y | +293.7% | +205.7% | +88.0% | +142.8% |
| All | +659.4% | +167.3% | +492.1% | +288.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling