+359.9%
CSCO vs XHB
+210.4%
+149.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.8% |
| 7D | -1.1% | -5.2% | +4.2% | +1.2% |
| 30D | -10.8% | -12.1% | +1.4% | -5.9% |
| 3M | -9.2% | -6.2% | -3.0% | -7.3% |
| 6M | +39.5% | -6.7% | +46.3% | +42.0% |
| YTD | +41.5% | -5.5% | +47.0% | +42.7% |
| 1Y | +61.0% | -15.6% | +76.6% | +70.2% |
| 3Y | +105.2% | +22.0% | +83.2% | +75.7% |
| 5Y | +113.4% | +31.8% | +81.6% | +71.0% |
| All | +359.9% | +210.4% | +149.4% | +139.9% |
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