+901.6%
ECL vs XHB
+173.9%
+727.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.3% |
| 7D | -2.6% | -1.3% | -1.3% | -2.1% |
| 30D | -2.2% | -6.9% | +4.7% | +0.9% |
| 3M | +10.1% | -1.3% | +11.4% | +10.4% |
| 6M | -5.7% | -6.8% | +1.1% | -3.1% |
| YTD | +7.0% | +0.7% | +6.2% | +5.9% |
| 1Y | +2.7% | -11.2% | +13.9% | +7.4% |
| 3Y | +57.7% | +25.3% | +32.4% | +37.1% |
| 5Y | +31.1% | +37.3% | -6.2% | +8.3% |
| 10Y | +150.9% | +211.5% | -60.6% | +42.3% |
| All | +901.6% | +173.9% | +727.7% | +358.4% |
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 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