-49.3%
COMP vs XHB
+51.9%
-101.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.2% | +12.8% |
| 7D | +13.4% | +1.3% | +12.1% | +11.5% |
| 30D | +11.1% | +7.8% | +3.3% | +0.8% |
| 3M | -18.8% | -5.5% | -13.4% | -12.1% |
| 6M | +10.5% | -2.6% | +13.1% | +15.2% |
| YTD | -3.4% | +0.4% | -3.8% | -3.0% |
| 1Y | +19.7% | -1.0% | +20.7% | +21.3% |
| 3Y | +381.6% | +37.3% | +344.3% | +189.3% |
| 5Y | -17.6% | +33.7% | -51.3% | -54.7% |
| All | -49.3% | +51.9% | -101.3% | -72.7% |
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