+658.5%
EMR vs XHB
+172.3%
+486.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | +2.8% | -0.2% | +3.1% | +3.0% |
| 30D | +3.7% | +9.9% | -6.3% | -2.0% |
| 3M | +2.0% | -6.3% | +8.3% | +5.5% |
| 6M | +22.1% | +3.8% | +18.3% | +18.9% |
| YTD | +27.2% | +0.1% | +27.1% | +26.7% |
| 1Y | +32.0% | -0.8% | +32.8% | +32.1% |
| 3Y | +103.3% | +35.6% | +67.7% | +68.5% |
| 5Y | +88.2% | +29.6% | +58.7% | +56.2% |
| 10Y | +280.4% | +237.5% | +42.9% | +86.0% |
| All | +658.5% | +172.3% | +486.2% | +192.0% |
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 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