+103.2%
INTC vs XHB
+33.0%
+70.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.6% |
| 7D | +7.5% | -4.6% | +12.1% | +10.7% |
| 30D | +2.0% | -9.1% | +11.1% | +8.3% |
| 3M | -12.0% | -8.6% | -3.4% | -7.0% |
| 6M | +114.5% | -4.0% | +118.6% | +119.0% |
| YTD | +179.0% | -3.9% | +182.9% | +184.5% |
| 1Y | +318.3% | -16.5% | +334.8% | +365.8% |
| 3Y | +171.2% | +22.6% | +148.6% | +132.3% |
| All | +103.2% | +33.0% | +70.2% | +54.3% |
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