+34.5%
XHB vs EXEL
+194.6%
-160.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.7% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | -8.3% | +10.1% | -18.5% | -9.9% |
| 3M | -7.1% | +10.1% | -17.2% | -8.8% |
| 6M | -5.3% | +37.7% | -42.9% | -10.6% |
| YTD | -3.2% | +33.1% | -36.3% | -8.4% |
| 1Y | -13.9% | +52.4% | -66.2% | -20.6% |
| 3Y | +24.9% | +163.8% | -138.9% | +0.3% |
| 5Y | +34.5% | +198.5% | -164.0% | -0.2% |
| All | +34.5% | +194.6% | -160.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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