+243.8%
GLW vs XHB
+38.1%
+205.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.6% | +5.7% | +7.4% |
| 7D | -5.9% | +1.3% | -7.2% | -6.5% |
| 30D | -26.0% | +11.8% | -37.8% | -30.4% |
| 3M | -29.9% | -3.8% | -26.1% | -28.7% |
| 6M | -37.8% | +4.1% | -41.9% | -39.1% |
| YTD | +33.1% | +4.0% | +29.2% | +30.0% |
| 1Y | +36.8% | +1.6% | +35.3% | +35.0% |
| 3Y | +356.1% | +43.2% | +312.9% | +258.6% |
| 5Y | +243.8% | +35.8% | +208.0% | +164.7% |
| All | +243.8% | +38.1% | +205.7% | +164.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling