+108.5%
CSCO vs XHB
+26.5%
+82.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -10.1% | -9.1% | -1.0% | -8.1% |
| 3M | -11.7% | -2.3% | -9.4% | -11.6% |
| 6M | +40.1% | -4.1% | +44.2% | +40.5% |
| YTD | +43.8% | -1.7% | +45.5% | +43.2% |
| 1Y | +66.6% | -15.1% | +81.7% | +72.5% |
| 3Y | +108.5% | +26.8% | +81.7% | +90.8% |
| All | +108.5% | +26.5% | +82.1% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling