+39.5%
XHB vs ES
-5.6%
+45.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -6.9% | -2.0% | -4.9% | -6.3% |
| 3M | -1.3% | +1.7% | -2.9% | -1.9% |
| 6M | -6.8% | -3.5% | -3.3% | -5.8% |
| YTD | +0.7% | +7.9% | -7.2% | -2.2% |
| 1Y | -11.2% | +17.2% | -28.4% | -17.1% |
| 3Y | +25.3% | +29.3% | -4.0% | +10.5% |
| All | +39.5% | -5.6% | +45.2% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling