+33.6%
XHB vs ES
+1.4%
+32.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.5% |
| 7D | +1.3% | +1.9% | -0.6% | +0.6% |
| 30D | +7.8% | +7.1% | +0.7% | +5.2% |
| 3M | -5.5% | -1.9% | -3.5% | -4.9% |
| 6M | -2.6% | +4.4% | -6.9% | -4.2% |
| YTD | +0.4% | +7.3% | -7.0% | -2.5% |
| 1Y | -1.0% | +2.1% | -3.1% | -2.7% |
| 3Y | +37.3% | +41.8% | -4.5% | +15.8% |
| All | +33.6% | +1.4% | +32.2% | +29.5% |
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