+3,912.4%
ORLY vs XHB
+163.2%
+3,749.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -1.0% | -1.9% | +0.9% | -0.2% |
| 30D | -6.7% | -8.3% | +1.7% | -3.3% |
| 3M | -3.8% | -7.1% | +3.3% | -1.3% |
| 6M | -9.0% | -5.3% | -3.8% | -7.8% |
| YTD | -5.6% | -3.2% | -2.4% | -5.5% |
| 1Y | -19.5% | -13.9% | -5.6% | -15.6% |
| 3Y | +34.7% | +24.9% | +9.8% | +16.0% |
| 5Y | +118.0% | +34.5% | +83.5% | +77.1% |
| 10Y | +364.1% | +215.5% | +148.7% | +150.3% |
| All | +3,912.4% | +163.2% | +3,749.2% | +1,667.6% |
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