+35.6%
XHB vs ABCL
+185.8%
-150.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.9% |
| 7D | -0.2% | -3.3% | +3.1% | +0.1% |
| 30D | +9.9% | -7.1% | +17.1% | +10.3% |
| 3M | -6.3% | +4.7% | -11.0% | -7.7% |
| 6M | +3.8% | +140.9% | -137.0% | -9.4% |
| YTD | +0.1% | +236.0% | -235.8% | -17.4% |
| 1Y | -0.8% | +217.4% | -218.2% | -17.7% |
| 3Y | +35.6% | +188.7% | -153.1% | +5.1% |
| All | +35.6% | +185.8% | -150.2% | +5.1% |
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