+37.6%
XLC vs XHB
+34.8%
+2.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -1.4% | -1.9% | +0.5% | -0.6% |
| 30D | -0.9% | -8.3% | +7.4% | +2.8% |
| 3M | -0.3% | -7.1% | +6.8% | +2.3% |
| 6M | -5.2% | -5.3% | +0.1% | -4.0% |
| YTD | -5.3% | -3.2% | -2.1% | -5.6% |
| 1Y | -2.8% | -13.9% | +11.0% | +2.1% |
| 3Y | +71.2% | +24.9% | +46.3% | +39.6% |
| 5Y | +37.6% | +34.5% | +3.1% | +1.7% |
| All | +37.6% | +34.8% | +2.7% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling