+29.4%
XHB vs ABCL
+109.3%
-80.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | -6.9% | +93.1% | -100.0% | -14.9% |
| 3M | -1.3% | +79.4% | -80.7% | -9.5% |
| 6M | -6.8% | +214.9% | -221.7% | -21.6% |
| YTD | +0.7% | +234.2% | -233.5% | -16.7% |
| 1Y | -11.2% | +174.8% | -186.0% | -25.6% |
| All | +29.4% | +109.3% | -80.0% | +2.9% |
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