+763.3%
XEL vs XHB
+167.3%
+596.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +2.1% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | -1.5% | -9.1% | +7.5% | +0.6% |
| 3M | -0.2% | -2.3% | +2.1% | +0.1% |
| 6M | -5.4% | -4.1% | -1.3% | -5.0% |
| YTD | +5.6% | -1.7% | +7.4% | +5.4% |
| 1Y | +10.5% | -15.1% | +25.6% | +13.8% |
| 3Y | +49.2% | +26.8% | +22.4% | +37.1% |
| 5Y | +30.1% | +37.3% | -7.2% | +15.2% |
| 10Y | +146.7% | +205.7% | -59.0% | +74.2% |
| All | +763.3% | +167.3% | +596.1% | +458.3% |
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