+22.8%
COMP vs XHB
+1.3%
+21.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.1% | +1.3% |
| 7D | +14.5% | +1.3% | +13.2% | +12.9% |
| 30D | +14.9% | +11.8% | +3.1% | +0.5% |
| 3M | -14.2% | -3.8% | -10.4% | -9.7% |
| 6M | +23.7% | +4.1% | +19.6% | +18.4% |
| YTD | +2.1% | +4.0% | -1.9% | -0.1% |
| All | +22.8% | +1.3% | +21.5% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling