+492.2%
COR vs XHB
+237.3%
+254.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.8% |
| 7D | +7.8% | -0.2% | +8.1% | +7.9% |
| 30D | +7.0% | +9.9% | -2.9% | +4.2% |
| 3M | +16.3% | -6.3% | +22.5% | +18.2% |
| 6M | +41.3% | +3.8% | +37.4% | +38.9% |
| YTD | +7.1% | +0.1% | +7.0% | +5.6% |
| 1Y | -0.8% | -0.8% | 0.0% | -2.1% |
| 3Y | +85.0% | +35.6% | +49.4% | +56.7% |
| 5Y | +203.9% | +29.6% | +174.3% | +156.5% |
| All | +492.2% | +237.3% | +254.9% | +217.3% |
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