+32.5%
OMC vs XHB
+30.4%
+2.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.6% |
| 7D | -6.2% | -5.2% | -1.0% | -3.8% |
| 30D | -7.6% | -12.1% | +4.6% | -1.7% |
| 3M | +7.4% | -6.2% | +13.6% | +10.2% |
| 6M | +0.1% | -6.7% | +6.9% | +2.4% |
| YTD | +0.4% | -5.5% | +5.9% | +1.3% |
| 1Y | +7.8% | -15.6% | +23.4% | +15.1% |
| 3Y | +11.8% | +22.0% | -10.2% | -4.0% |
| 5Y | +32.5% | +31.8% | +0.6% | +3.1% |
| All | +32.5% | +30.4% | +2.0% | +3.1% |
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