+9.0%
MSFT vs XHB
+5.8%
+3.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.4% | +1.2% | +6.8% |
| 7D | +4.7% | +9.7% | -5.1% | +5.0% |
| 30D | +5.8% | +11.7% | -5.8% | +6.2% |
| 3M | +13.0% | -1.4% | +14.4% | +12.6% |
| 6M | +34.9% | +6.8% | +28.1% | +35.3% |
| YTD | +15.7% | +5.5% | +10.2% | +14.8% |
| 1Y | +9.0% | +5.1% | +3.8% | +7.8% |
| All | +9.0% | +5.8% | +3.2% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling