+138.6%
EXC vs XHB
+173.9%
-35.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.4% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | -3.7% | -6.9% | +3.2% | -1.6% |
| 3M | -1.3% | -1.3% | 0.0% | -1.3% |
| 6M | -9.7% | -6.8% | -2.9% | -8.5% |
| YTD | +2.9% | +0.7% | +2.2% | +1.5% |
| 1Y | +4.4% | -11.2% | +15.6% | +6.8% |
| 3Y | +22.2% | +25.3% | -3.1% | +8.7% |
| 5Y | +46.7% | +37.3% | +9.4% | +23.8% |
| 10Y | +155.3% | +211.5% | -56.2% | +60.3% |
| All | +138.6% | +173.9% | -35.3% | +31.7% |
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