+391.9%
INTC vs XHB
+172.3%
+219.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.9% |
| 7D | +6.0% | -0.2% | +6.2% | +6.2% |
| 30D | -39.2% | +9.9% | -49.1% | -42.5% |
| 3M | -42.9% | -6.3% | -36.7% | -41.5% |
| 6M | -50.4% | +3.8% | -54.3% | -51.8% |
| YTD | +61.7% | +0.1% | +61.5% | +60.0% |
| 1Y | +66.1% | -0.8% | +66.9% | +65.1% |
| 3Y | +58.1% | +35.6% | +22.5% | +33.3% |
| 5Y | +27.9% | +29.6% | -1.7% | +8.9% |
| 10Y | +111.1% | +237.5% | -126.4% | +10.9% |
| All | +391.9% | +172.3% | +219.6% | +101.6% |
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