+855.2%
CSCO vs XHB
+173.9%
+681.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.1% |
| 30D | -10.1% | -6.9% | -3.2% | -7.4% |
| 3M | -15.7% | -1.3% | -14.4% | -15.8% |
| 6M | +36.3% | -6.8% | +43.1% | +39.0% |
| YTD | +43.8% | +0.7% | +43.1% | +41.2% |
| 1Y | +63.9% | -11.2% | +75.2% | +69.6% |
| 3Y | +104.4% | +25.3% | +79.0% | +74.9% |
| 5Y | +111.4% | +37.3% | +74.0% | +69.0% |
| 10Y | +361.7% | +211.5% | +150.2% | +142.5% |
| All | +855.2% | +173.9% | +681.3% | +303.8% |
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 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