+178.7%
XHB vs ES
+632.5%
-453.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.3% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -6.9% | -2.0% | -4.9% | -6.0% |
| 3M | -1.3% | +1.7% | -2.9% | -2.3% |
| 6M | -6.8% | -3.5% | -3.3% | -5.4% |
| YTD | +0.7% | +7.9% | -7.2% | -3.8% |
| 1Y | -11.2% | +17.2% | -28.4% | -19.9% |
| 3Y | +25.3% | +29.3% | -4.0% | +4.0% |
| 5Y | +37.3% | -5.7% | +43.1% | +33.9% |
| 10Y | +211.5% | +85.2% | +126.3% | +86.4% |
| All | +178.7% | +632.5% | -453.8% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling