+1,007.0%
ECL vs XHB
+175.0%
+832.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.3% | -4.1% | +1.8% | -0.4% |
| 30D | +8.3% | +9.6% | -1.3% | +3.8% |
| 3M | +8.4% | -6.0% | +14.5% | +11.3% |
| 6M | +23.3% | +2.2% | +21.1% | +21.4% |
| YTD | +18.2% | +1.1% | +17.1% | +16.7% |
| 1Y | +18.8% | -1.7% | +20.5% | +18.6% |
| 3Y | +78.5% | +36.5% | +42.0% | +49.2% |
| 5Y | +40.1% | +33.5% | +6.6% | +17.1% |
| 10Y | +196.5% | +240.9% | -44.4% | +62.2% |
| All | +1,007.0% | +175.0% | +832.0% | +404.8% |
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