+303.4%
CME vs XHB
+237.3%
+66.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | +3.9% | -0.2% | +4.2% | +4.0% |
| 30D | +11.3% | +9.9% | +1.4% | +8.6% |
| 3M | +19.6% | -6.3% | +25.8% | +21.1% |
| 6M | +8.1% | +3.8% | +4.2% | +5.9% |
| YTD | +20.4% | +0.1% | +20.3% | +18.3% |
| 1Y | +16.5% | -0.8% | +17.3% | +14.6% |
| 3Y | +66.4% | +35.6% | +30.8% | +40.2% |
| 5Y | +74.5% | +29.6% | +44.9% | +46.7% |
| All | +303.4% | +237.3% | +66.1% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling