+739.8%
CSCO vs XHB
+172.3%
+567.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -7.0% | -6.6% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | -15.8% | +9.9% | -25.8% | -19.6% |
| 3M | -15.4% | -6.3% | -9.1% | -13.4% |
| 6M | -5.4% | +3.8% | -9.2% | -8.1% |
| YTD | +26.5% | +0.1% | +26.3% | +23.9% |
| 1Y | +25.9% | -0.8% | +26.7% | +23.6% |
| 3Y | +97.5% | +35.6% | +61.9% | +62.7% |
| 5Y | +93.0% | +29.6% | +63.5% | +58.1% |
| 10Y | +308.6% | +237.5% | +71.1% | +106.3% |
| All | +739.8% | +172.3% | +567.6% | +254.3% |
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