+660.5%
CME vs XHB
+175.2%
+485.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.7% |
| 7D | +1.7% | +1.2% | +0.5% | +0.9% |
| 30D | +10.2% | +8.9% | +1.3% | +5.5% |
| 3M | +17.8% | -4.2% | +21.9% | +19.3% |
| 6M | +11.0% | +1.4% | +9.6% | +8.0% |
| YTD | +17.0% | +1.2% | +15.8% | +12.4% |
| 1Y | +15.8% | -1.3% | +17.1% | +12.2% |
| 3Y | +61.8% | +36.6% | +25.2% | +24.3% |
| 5Y | +72.5% | +34.3% | +38.2% | +27.4% |
| 10Y | +288.0% | +241.1% | +46.9% | +55.4% |
| All | +660.5% | +175.2% | +485.3% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling