+45.9%
CSCO vs XHB
+5.8%
+40.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | +0.1% |
| 7D | -6.1% | +9.7% | -15.8% | -7.0% |
| 30D | -8.2% | +11.7% | -19.8% | -9.3% |
| 3M | -14.6% | -1.4% | -13.2% | -14.1% |
| 6M | +12.7% | +6.8% | +5.9% | +11.5% |
| YTD | +37.0% | +5.5% | +31.5% | +38.1% |
| 1Y | +45.9% | +5.1% | +40.8% | +47.7% |
| All | +45.9% | +5.8% | +40.1% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling