-17.9%
COMP vs XHB
+33.2%
-51.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.2% | +12.8% |
| 7D | +13.4% | +1.3% | +12.1% | +11.4% |
| 30D | +11.1% | +7.8% | +3.3% | +0.2% |
| 3M | -18.8% | -5.5% | -13.4% | -11.9% |
| 6M | +10.5% | -2.6% | +13.1% | +15.2% |
| YTD | -3.4% | +0.4% | -3.8% | -3.3% |
| 1Y | +19.7% | -1.0% | +20.7% | +20.9% |
| 3Y | +381.6% | +37.3% | +344.3% | +169.4% |
| All | -17.9% | +33.2% | -51.1% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling