+37.3%
XHB vs COO
-39.5%
+76.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.1% |
| 7D | +0.2% | -2.3% | +2.5% | +1.3% |
| 30D | -9.1% | -8.8% | -0.3% | -5.1% |
| 3M | -2.3% | +1.3% | -3.7% | -3.2% |
| 6M | -4.1% | -11.6% | +7.5% | +1.3% |
| YTD | -1.7% | -17.4% | +15.7% | +7.2% |
| 1Y | -15.1% | -1.6% | -13.5% | -15.4% |
| 3Y | +26.8% | -22.6% | +49.5% | +36.5% |
| 5Y | +37.3% | -40.3% | +77.7% | +61.1% |
| All | +37.3% | -39.5% | +76.8% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling