-49.1%
COMP vs XHB
+53.1%
-102.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +2.2% | -4.1% | +6.3% | +8.4% |
| 30D | +16.3% | +9.6% | +6.7% | +3.3% |
| 3M | -19.1% | -6.0% | -13.1% | -11.5% |
| 6M | +17.1% | +2.2% | +14.9% | +14.6% |
| YTD | -2.9% | +1.1% | -4.1% | -3.3% |
| 1Y | +8.8% | -1.7% | +10.5% | +11.7% |
| 3Y | +423.5% | +36.5% | +387.0% | +218.2% |
| 5Y | -10.5% | +33.5% | -43.9% | -51.0% |
| All | -49.1% | +53.1% | -102.2% | -72.8% |
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