+9.5%
OMC vs XHB
+24.0%
-14.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.8% |
| 7D | -4.2% | -1.9% | -2.3% | -3.4% |
| 30D | -7.5% | -8.3% | +0.8% | -4.0% |
| 3M | +4.6% | -7.1% | +11.8% | +7.6% |
| 6M | -4.8% | -5.3% | +0.4% | -3.5% |
| YTD | -1.0% | -3.2% | +2.2% | -1.4% |
| 1Y | +3.8% | -13.9% | +17.7% | +9.5% |
| All | +9.5% | +24.0% | -14.6% | -3.8% |
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 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