-2.1%
EME vs XHB
+5.8%
-7.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.4% | -15.1% | -11.4% |
| 7D | -5.8% | +9.7% | -15.5% | -9.4% |
| 30D | -17.9% | +11.7% | -29.6% | -21.7% |
| 3M | -22.0% | -1.4% | -20.6% | -21.3% |
| 6M | -29.7% | +6.8% | -36.5% | -31.9% |
| YTD | +4.7% | +5.5% | -0.8% | +2.1% |
| 1Y | -2.1% | +5.1% | -7.3% | -5.0% |
| All | -2.1% | +5.8% | -7.9% | -5.0% |
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 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