+179.9%
XHB vs EL
+695.0%
-515.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +9.6% | +12.3% | -2.7% | +3.9% |
| 3M | -6.0% | +28.4% | -34.4% | -17.0% |
| 6M | +2.2% | +36.7% | -34.5% | -13.2% |
| YTD | +1.1% | +8.4% | -7.2% | -7.1% |
| 1Y | -1.7% | +25.4% | -27.1% | -16.0% |
| 3Y | +36.5% | +3.4% | +33.0% | +14.7% |
| 5Y | +33.5% | -64.8% | +98.2% | +91.0% |
| 10Y | +240.9% | +63.0% | +178.0% | +86.7% |
| All | +179.9% | +695.0% | -515.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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