+2,554.3%
MSFT vs XHB
+173.9%
+2,380.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | +2.7% | -6.9% | +9.6% | +5.6% |
| 3M | +17.0% | -1.3% | +18.2% | +16.8% |
| 6M | +23.8% | -6.8% | +30.6% | +25.7% |
| YTD | +4.0% | +0.7% | +3.3% | +1.7% |
| 1Y | -0.8% | -11.2% | +10.4% | +1.7% |
| 3Y | +55.6% | +25.3% | +30.3% | +33.5% |
| 5Y | +72.9% | +37.3% | +35.6% | +41.1% |
| 10Y | +875.8% | +211.5% | +664.3% | +453.2% |
| All | +2,554.3% | +173.9% | +2,380.4% | +1,090.8% |
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 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