+38.7%
ECL vs XHB
+32.7%
+6.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.1% |
| 7D | +0.4% | +1.2% | -0.7% | -0.2% |
| 30D | +8.6% | +8.9% | -0.3% | +4.0% |
| 3M | +7.9% | -4.2% | +12.0% | +9.9% |
| 6M | +21.0% | +1.4% | +19.7% | +19.4% |
| YTD | +17.5% | +1.2% | +16.3% | +15.6% |
| 1Y | +19.7% | -1.3% | +20.9% | +19.0% |
| 3Y | +77.4% | +36.6% | +40.9% | +37.4% |
| 5Y | +38.7% | +34.3% | +4.4% | +1.0% |
| All | +38.7% | +32.7% | +6.0% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling