+2,393.8%
COR vs XHB
+175.2%
+2,218.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.6% |
| 7D | +2.4% | +1.2% | +1.2% | +2.1% |
| 30D | +7.7% | +8.9% | -1.2% | +5.2% |
| 3M | +7.5% | -4.2% | +11.7% | +8.6% |
| 6M | +34.1% | +1.4% | +32.8% | +32.9% |
| YTD | +3.9% | +1.2% | +2.6% | +2.2% |
| 1Y | -3.6% | -1.3% | -2.4% | -4.6% |
| 3Y | +80.5% | +36.6% | +44.0% | +58.1% |
| 5Y | +194.9% | +34.3% | +160.6% | +153.5% |
| 10Y | +486.6% | +241.1% | +245.6% | +273.0% |
| All | +2,393.8% | +175.2% | +2,218.6% | +1,293.6% |
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