-1.5%
XLC vs XHB
-16.2%
+14.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | -1.7% | -5.2% | +3.6% | -0.7% |
| 30D | +0.2% | -12.1% | +12.3% | +2.6% |
| 3M | +0.7% | -6.2% | +6.9% | +1.6% |
| 6M | -4.5% | -6.7% | +2.2% | -4.0% |
| YTD | -4.7% | -5.5% | +0.7% | -4.9% |
| 1Y | -1.5% | -15.6% | +14.1% | -0.3% |
| All | -1.5% | -16.2% | +14.7% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling