-15.1%
XHB vs ABCL
+171.1%
-186.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | -9.1% | +65.1% | -74.1% | -12.6% |
| 3M | -2.3% | +111.1% | -113.4% | -8.8% |
| 6M | -4.1% | +231.6% | -235.7% | -15.0% |
| YTD | -1.7% | +234.5% | -236.2% | -13.3% |
| 1Y | -15.1% | +174.3% | -189.4% | -25.2% |
| All | -15.1% | +171.1% | -186.2% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling