+178.7%
XHB vs COO
+433.8%
-255.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.6% |
| 7D | -1.3% | -2.2% | +0.9% | -0.3% |
| 30D | -6.9% | -7.0% | +0.1% | -3.9% |
| 3M | -1.3% | +12.2% | -13.5% | -6.7% |
| 6M | -6.8% | -15.1% | +8.3% | -0.2% |
| YTD | +0.7% | -15.1% | +15.8% | +7.7% |
| 1Y | -11.2% | +2.3% | -13.6% | -13.0% |
| 3Y | +25.3% | -23.7% | +49.0% | +36.0% |
| 5Y | +37.3% | -38.9% | +76.2% | +62.6% |
| 10Y | +211.5% | +49.9% | +161.6% | +143.1% |
| All | +178.7% | +433.8% | -255.1% | -4.8% |
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