-44.8%
COMP vs XHB
+52.5%
-97.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | -0.7% |
| 7D | +1.4% | -1.3% | +2.7% | +3.2% |
| 30D | -13.3% | -6.9% | -6.4% | -4.4% |
| 3M | +41.1% | -1.3% | +42.4% | +44.0% |
| 6M | +17.2% | -6.8% | +24.0% | +31.0% |
| YTD | +5.2% | +0.7% | +4.5% | +4.9% |
| 1Y | +18.9% | -11.2% | +30.2% | +39.9% |
| 3Y | +215.9% | +25.3% | +190.6% | +116.9% |
| 5Y | -31.2% | +37.3% | -68.5% | -62.6% |
| All | -44.8% | +52.5% | -97.3% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling