+178.7%
XHB vs EAT
+1,138.4%
-959.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -6.9% | +1.9% | -8.8% | -8.0% |
| 3M | -1.3% | +68.7% | -69.9% | -17.7% |
| 6M | -6.8% | +66.9% | -73.7% | -23.1% |
| YTD | +0.7% | +60.4% | -59.7% | -16.3% |
| 1Y | -11.2% | +44.0% | -55.2% | -24.4% |
| 3Y | +25.3% | +604.7% | -579.4% | -42.2% |
| 5Y | +37.3% | +347.0% | -309.7% | -30.7% |
| 10Y | +211.5% | +390.8% | -179.2% | +17.9% |
| All | +178.7% | +1,138.4% | -959.7% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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