+155.6%
ECL vs XHB
+202.9%
-47.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.3% |
| 7D | -2.7% | -1.9% | -0.8% | -1.7% |
| 30D | -4.3% | -8.3% | +4.0% | +0.4% |
| 3M | +3.2% | -7.1% | +10.4% | +7.2% |
| 6M | -2.9% | -5.3% | +2.4% | -0.6% |
| YTD | +4.3% | -3.2% | +7.4% | +5.1% |
| 1Y | +1.6% | -13.9% | +15.5% | +9.2% |
| 3Y | +54.3% | +24.9% | +29.4% | +26.0% |
| 5Y | +26.5% | +34.5% | -8.0% | -3.9% |
| 10Y | +155.6% | +215.5% | -59.9% | +6.6% |
| All | +155.6% | +202.9% | -47.3% | +6.6% |
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