-49.3%
COMP vs XHB
+51.6%
-100.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.7% |
| 7D | 0.0% | -0.2% | +0.2% | +0.5% |
| 30D | +16.6% | +9.9% | +6.6% | +3.2% |
| 3M | -23.5% | -6.3% | -17.2% | -15.9% |
| 6M | +25.7% | +3.8% | +21.9% | +20.3% |
| YTD | -3.4% | +0.1% | -3.5% | -2.4% |
| 1Y | +7.6% | -0.8% | +8.4% | +9.1% |
| 3Y | +423.6% | +35.6% | +388.0% | +220.8% |
| 5Y | -10.6% | +29.6% | -40.1% | -50.0% |
| All | -49.3% | +51.6% | -100.9% | -72.5% |
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 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