+179.9%
XHB vs COO
+382.7%
-202.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -4.1% | -2.3% | -1.8% | -3.1% |
| 30D | +9.6% | +13.3% | -3.7% | +3.8% |
| 3M | -6.0% | -18.1% | +12.1% | +1.9% |
| 6M | +2.2% | +6.7% | -4.5% | -2.1% |
| YTD | +1.1% | -23.2% | +24.4% | +12.3% |
| 1Y | -1.7% | -12.3% | +10.6% | +2.6% |
| 3Y | +36.5% | -23.6% | +60.0% | +46.8% |
| 5Y | +33.5% | -38.7% | +72.2% | +57.0% |
| 10Y | +240.9% | +42.2% | +198.7% | +170.8% |
| All | +179.9% | +382.7% | -202.9% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling