+205.7%
XHB vs ES
+85.1%
+120.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.7% |
| 7D | +0.2% | +1.4% | -1.2% | -0.4% |
| 30D | -9.1% | -1.2% | -7.9% | -8.7% |
| 3M | -2.3% | +5.0% | -7.3% | -4.3% |
| 6M | -4.1% | -2.8% | -1.3% | -3.3% |
| YTD | -1.7% | +8.6% | -10.3% | -5.3% |
| 1Y | -15.1% | +18.9% | -34.0% | -21.9% |
| 3Y | +26.8% | +32.1% | -5.3% | +9.2% |
| 5Y | +37.3% | -5.1% | +42.4% | +35.4% |
| 10Y | +205.7% | +84.2% | +121.5% | +155.8% |
| All | +205.7% | +85.1% | +120.5% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling