+97.3%
XHB vs ABCL
-79.5%
+176.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +3.1% |
| 7D | +1.3% | +12.4% | -11.1% | 0.0% |
| 30D | +11.8% | -0.4% | +12.2% | +11.4% |
| 3M | -3.8% | +80.4% | -84.2% | -11.2% |
| 6M | +4.1% | +138.5% | -134.5% | -8.1% |
| YTD | +4.0% | +265.5% | -261.5% | -13.6% |
| 1Y | +1.6% | +219.7% | -218.1% | -14.4% |
| 3Y | +43.2% | +209.4% | -166.2% | +15.0% |
| 5Y | +35.8% | -15.0% | +50.9% | +17.3% |
| All | +97.3% | -79.5% | +176.9% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling