+143.8%
GOOGL vs XHB
+24.0%
+119.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -1.9% | -1.9% | +0.1% | -1.4% |
| 30D | -7.5% | -8.3% | +0.9% | -5.3% |
| 3M | -9.2% | -7.1% | -2.0% | -7.6% |
| 6M | +8.1% | -5.3% | +13.3% | +8.9% |
| YTD | +5.8% | -3.2% | +9.0% | +5.8% |
| 1Y | +38.3% | -13.9% | +52.2% | +42.5% |
| All | +143.8% | +24.0% | +119.8% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling