+1,295.6%
GILD vs XHB
+161.2%
+1,134.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | -4.8% | -4.6% | -0.2% | -3.5% |
| 30D | +5.8% | -9.1% | +14.9% | +8.8% |
| 3M | +14.9% | -8.6% | +23.5% | +17.7% |
| 6M | -0.4% | -4.0% | +3.7% | +0.2% |
| YTD | +18.5% | -3.9% | +22.5% | +18.9% |
| 1Y | +25.1% | -16.5% | +41.6% | +30.6% |
| 3Y | +105.9% | +22.6% | +83.3% | +87.0% |
| 5Y | +143.0% | +33.9% | +109.0% | +110.2% |
| 10Y | +162.4% | +213.0% | -50.6% | +65.2% |
| All | +1,295.6% | +161.2% | +1,134.4% | +719.9% |
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