+147.5%
GE vs XHB
+215.4%
-67.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.2% |
| 7D | -4.0% | -4.6% | +0.6% | -1.1% |
| 30D | -11.4% | -9.1% | -2.3% | -6.1% |
| 3M | -2.6% | -8.6% | +5.9% | +2.5% |
| 6M | -0.3% | -4.0% | +3.7% | +1.9% |
| YTD | +5.4% | -3.9% | +9.3% | +7.2% |
| 1Y | +15.5% | -16.5% | +32.0% | +27.6% |
| 3Y | +260.8% | +22.6% | +238.2% | +195.8% |
| 5Y | +421.6% | +33.9% | +387.7% | +291.9% |
| All | +147.5% | +215.4% | -67.9% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling