+37.3%
XHB vs ABCL
+156.0%
-118.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.7% | -8.2% | -2.2% |
| 7D | +1.3% | -3.2% | +4.5% | +1.5% |
| 30D | +7.8% | -7.4% | +15.2% | +8.2% |
| 3M | -5.5% | +81.9% | -87.4% | -13.1% |
| 6M | -2.6% | +135.7% | -138.3% | -14.7% |
| YTD | +0.4% | +247.4% | -247.0% | -17.5% |
| 1Y | -1.0% | +162.3% | -163.2% | -15.7% |
| 3Y | +37.3% | +165.5% | -128.2% | +9.0% |
| All | +37.3% | +156.0% | -118.7% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling