+662.9%
ENB vs XHB
+170.3%
+492.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | 0.0% | -2.4% | +2.4% | +0.8% |
| 30D | +1.4% | +7.1% | -5.7% | -1.1% |
| 3M | -5.2% | -6.0% | +0.8% | -3.7% |
| 6M | -9.9% | +2.1% | -12.0% | -11.4% |
| YTD | +4.7% | -0.6% | +5.3% | +3.2% |
| 1Y | +2.8% | -3.3% | +6.0% | +2.1% |
| 3Y | +71.3% | +34.1% | +37.2% | +48.3% |
| 5Y | +58.6% | +28.6% | +30.0% | +36.2% |
| 10Y | +108.5% | +235.0% | -126.6% | +27.4% |
| All | +662.9% | +170.3% | +492.7% | +293.2% |
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