+694.3%
ENB vs XHB
+173.9%
+520.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.2% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | -2.2% | -6.9% | +4.6% | -0.1% |
| 3M | -10.5% | -1.3% | -9.2% | -10.6% |
| 6M | -5.1% | -6.8% | +1.7% | -3.9% |
| YTD | +9.0% | +0.7% | +8.2% | +7.3% |
| 1Y | +8.2% | -11.2% | +19.5% | +10.8% |
| 3Y | +67.8% | +25.3% | +42.4% | +48.9% |
| 5Y | +69.4% | +37.3% | +32.1% | +42.6% |
| 10Y | +117.5% | +211.5% | -94.0% | +36.0% |
| All | +694.3% | +173.9% | +520.4% | +308.9% |
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