+47.6%
MSFT vs XHB
+38.6%
+9.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.8% |
| 7D | +2.3% | +1.2% | +1.2% | +2.2% |
| 30D | -0.4% | +8.9% | -9.2% | -1.5% |
| 3M | +5.6% | -4.2% | +9.7% | +6.1% |
| 6M | +29.0% | +1.4% | +27.6% | +28.3% |
| YTD | +10.9% | +1.2% | +9.7% | +9.6% |
| 1Y | +6.2% | -1.3% | +7.5% | +5.4% |
| 3Y | +47.6% | +36.6% | +11.1% | +42.6% |
| All | +47.6% | +38.6% | +9.0% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling