+3,356.1%
GOOG vs XHB
+163.2%
+3,192.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.4% |
| 7D | -1.6% | -1.9% | +0.4% | -0.8% |
| 30D | -7.7% | -8.3% | +0.7% | -4.3% |
| 3M | -9.3% | -7.1% | -2.2% | -6.9% |
| 6M | +7.4% | -5.3% | +12.7% | +9.0% |
| YTD | +4.9% | -3.2% | +8.0% | +5.0% |
| 1Y | +37.2% | -13.9% | +51.1% | +43.9% |
| 3Y | +141.6% | +24.9% | +116.7% | +109.3% |
| 5Y | +128.8% | +34.5% | +94.2% | +90.2% |
| 10Y | +772.7% | +215.5% | +557.3% | +393.9% |
| All | +3,356.1% | +163.2% | +3,192.8% | +1,687.2% |
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