+45.8%
SLB vs XHB
-2.2%
+48.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | +6.5% | +9.9% | -3.4% | +3.0% |
| 3M | -0.2% | -6.3% | +6.1% | +1.8% |
| 6M | -5.7% | +3.8% | -9.6% | -8.7% |
| YTD | +36.8% | +0.1% | +36.7% | +32.3% |
| 1Y | +45.8% | -0.8% | +46.6% | +41.5% |
| All | +45.8% | -2.2% | +48.0% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling