+272.2%
CME vs XHB
+210.4%
+61.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | -2.4% | -5.2% | +2.9% | -1.1% |
| 30D | +6.2% | -12.1% | +18.3% | +9.6% |
| 3M | +4.4% | -6.2% | +10.6% | +5.4% |
| 6M | -9.6% | -6.7% | -2.9% | -9.2% |
| YTD | +3.8% | -5.5% | +9.2% | +3.6% |
| 1Y | +9.5% | -15.6% | +25.2% | +12.8% |
| 3Y | +51.9% | +22.0% | +29.9% | +32.1% |
| 5Y | +78.7% | +31.8% | +46.9% | +47.0% |
| All | +272.2% | +210.4% | +61.8% | +80.8% |
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