+177.7%
XHB vs ES
+628.5%
-450.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | 0.0% |
| 7D | +1.3% | +1.9% | -0.6% | +0.3% |
| 30D | +7.8% | +7.1% | +0.7% | +4.0% |
| 3M | -5.5% | -1.9% | -3.5% | -4.7% |
| 6M | -2.6% | +4.4% | -6.9% | -5.1% |
| YTD | +0.4% | +7.3% | -7.0% | -4.0% |
| 1Y | -1.0% | +2.1% | -3.1% | -3.6% |
| 3Y | +37.3% | +41.8% | -4.5% | +8.4% |
| 5Y | +33.7% | +1.4% | +32.3% | +25.0% |
| 10Y | +256.9% | +86.8% | +170.1% | +112.1% |
| All | +177.7% | +628.5% | -450.9% | -42.0% |
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