+606.1%
COST vs XHB
+215.4%
+390.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | -1.2% | -4.6% | +3.4% | +0.2% |
| 30D | -4.7% | -9.1% | +4.4% | -1.9% |
| 3M | -7.1% | -8.6% | +1.4% | -4.9% |
| 6M | -8.5% | -4.0% | -4.5% | -8.4% |
| YTD | +5.4% | -3.9% | +9.3% | +5.3% |
| 1Y | -5.6% | -16.5% | +10.8% | -1.4% |
| 3Y | +68.5% | +22.6% | +45.9% | +49.0% |
| 5Y | +105.2% | +33.9% | +71.3% | +71.9% |
| All | +606.1% | +215.4% | +390.7% | +358.0% |
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