+72.3%
MSFT vs XHB
+34.8%
+37.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | -1.0% | -1.9% | +0.9% | -0.4% |
| 30D | -2.7% | -8.3% | +5.7% | +0.3% |
| 3M | +22.1% | -7.1% | +29.2% | +24.7% |
| 6M | +20.6% | -5.3% | +25.8% | +21.4% |
| YTD | +2.3% | -3.2% | +5.5% | +1.4% |
| 1Y | -0.5% | -13.9% | +13.3% | +3.2% |
| 3Y | +50.5% | +24.9% | +25.6% | +22.1% |
| 5Y | +72.3% | +34.5% | +37.8% | +29.9% |
| All | +72.3% | +34.8% | +37.5% | +29.9% |
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