+2,630.7%
COST vs XHB
+167.3%
+2,463.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.2% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | -4.0% | -9.1% | +5.1% | -1.0% |
| 3M | -6.5% | -2.3% | -4.2% | -6.3% |
| 6M | -8.5% | -4.1% | -4.4% | -8.3% |
| YTD | +6.0% | -1.7% | +7.7% | +5.2% |
| 1Y | -5.8% | -15.1% | +9.3% | -2.0% |
| 3Y | +71.8% | +26.8% | +45.0% | +51.3% |
| 5Y | +106.2% | +37.3% | +68.9% | +74.2% |
| 10Y | +602.0% | +205.7% | +396.4% | +331.4% |
| All | +2,630.7% | +167.3% | +2,463.4% | +1,407.2% |
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