+249.7%
GE vs XHB
+173.9%
+75.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | -1.6% | -1.3% | -0.3% | -0.9% |
| 30D | -11.6% | -6.9% | -4.7% | -8.1% |
| 3M | +3.0% | -1.3% | +4.3% | +3.4% |
| 6M | -0.5% | -6.8% | +6.3% | +3.3% |
| YTD | +9.7% | +0.7% | +9.0% | +8.8% |
| 1Y | +20.0% | -11.2% | +31.3% | +26.9% |
| 3Y | +275.8% | +25.3% | +250.5% | +216.5% |
| 5Y | +429.1% | +37.3% | +391.8% | +314.7% |
| 10Y | +151.2% | +211.5% | -60.3% | +22.4% |
| All | +249.7% | +173.9% | +75.8% | +12.1% |
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 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