+3,445.5%
GOOGL vs XHB
+173.9%
+3,271.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -2.3% | -1.3% | -1.0% | -1.7% |
| 30D | -6.6% | -6.9% | +0.3% | -3.8% |
| 3M | -8.9% | -1.3% | -7.7% | -9.0% |
| 6M | +11.9% | -6.8% | +18.7% | +14.3% |
| YTD | +8.3% | +0.7% | +7.6% | +6.7% |
| 1Y | +46.2% | -11.2% | +57.4% | +51.4% |
| 3Y | +151.9% | +25.3% | +126.5% | +117.9% |
| 5Y | +137.7% | +37.3% | +100.4% | +95.8% |
| 10Y | +757.6% | +211.5% | +546.0% | +386.9% |
| All | +3,445.5% | +173.9% | +3,271.6% | +1,702.0% |
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