+241.9%
OMC vs XHB
+167.3%
+74.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.7% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | -4.8% | -9.1% | +4.2% | -0.7% |
| 3M | +9.2% | -2.3% | +11.5% | +9.9% |
| 6M | -2.5% | -4.1% | +1.6% | -1.6% |
| YTD | +2.6% | -1.7% | +4.3% | +1.8% |
| 1Y | +5.9% | -15.1% | +21.1% | +12.3% |
| 3Y | +14.2% | +26.8% | -12.6% | -0.9% |
| 5Y | +33.2% | +37.3% | -4.1% | +9.6% |
| 10Y | +33.4% | +205.7% | -172.3% | -25.8% |
| All | +241.9% | +167.3% | +74.7% | +37.1% |
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 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