+86.6%
XHB vs ABCL
-81.2%
+167.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | -9.1% | +65.1% | -74.1% | -14.7% |
| 3M | -2.3% | +111.1% | -113.4% | -11.6% |
| 6M | -4.1% | +231.6% | -235.7% | -18.3% |
| YTD | -1.7% | +234.5% | -236.2% | -17.0% |
| 1Y | -15.1% | +174.3% | -189.4% | -27.3% |
| 3Y | +26.8% | +111.5% | -84.6% | +6.4% |
| 5Y | +37.3% | -37.3% | +74.6% | +20.7% |
| All | +86.6% | -81.2% | +167.8% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling