+101.1%
GOOGL vs XHB
+28.9%
+72.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | -14.9% | +9.9% | -24.9% | -18.8% |
| 3M | -14.6% | -6.3% | -8.3% | -12.6% |
| 6M | -26.4% | +3.8% | -30.3% | -28.7% |
| YTD | -5.3% | +0.1% | -5.5% | -7.4% |
| 1Y | +6.5% | -0.8% | +7.3% | +4.4% |
| 3Y | +126.0% | +35.6% | +90.4% | +71.9% |
| All | +101.1% | +28.9% | +72.3% | +50.2% |
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 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