+395.2%
COR vs XHB
+215.4%
+179.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | -2.8% | -4.6% | +1.8% | -1.6% |
| 30D | +2.6% | -9.1% | +11.7% | +5.2% |
| 3M | +14.5% | -8.6% | +23.0% | +16.9% |
| 6M | -7.8% | -4.0% | -3.8% | -7.7% |
| YTD | -4.2% | -3.9% | -0.3% | -4.4% |
| 1Y | +7.0% | -16.5% | +23.5% | +11.1% |
| 3Y | +85.5% | +22.6% | +63.0% | +62.3% |
| 5Y | +181.2% | +33.9% | +147.3% | +131.2% |
| All | +395.2% | +215.4% | +179.8% | +165.1% |
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 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