+28.1%
ECL vs XHB
+37.2%
-9.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -2.5% | -9.1% | +6.6% | +2.1% |
| 3M | +8.3% | -2.3% | +10.7% | +9.2% |
| 6M | -1.1% | -4.1% | +3.0% | +0.4% |
| YTD | +6.5% | -1.7% | +8.2% | +6.6% |
| 1Y | +2.1% | -15.1% | +17.2% | +9.6% |
| 3Y | +57.6% | +26.8% | +30.8% | +28.0% |
| 5Y | +28.1% | +37.3% | -9.3% | -6.4% |
| All | +28.1% | +37.2% | -9.1% | -6.4% |
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