-50.4%
COMP vs XHB
+53.3%
-103.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.6% | -4.8% | -3.9% |
| 7D | +7.2% | +1.2% | +6.0% | +5.9% |
| 30D | +6.4% | +8.9% | -2.5% | -4.6% |
| 3M | -19.4% | -4.2% | -15.3% | -14.1% |
| 6M | +14.6% | +1.4% | +13.2% | +13.4% |
| YTD | -5.5% | +1.2% | -6.7% | -5.9% |
| 1Y | +13.7% | -1.3% | +14.9% | +16.0% |
| 3Y | +409.7% | +36.6% | +373.1% | +209.5% |
| 5Y | -17.0% | +34.3% | -51.3% | -54.7% |
| All | -50.4% | +53.3% | -103.7% | -73.5% |
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