+26.8%
XHB vs ESI
+82.9%
-56.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | +0.2% | +5.4% | -5.2% | -1.9% |
| 30D | -9.1% | -4.2% | -4.9% | -7.7% |
| 3M | -2.3% | -9.6% | +7.3% | +0.1% |
| 6M | -4.1% | +18.3% | -22.4% | -14.2% |
| YTD | -1.7% | +45.8% | -47.5% | -21.4% |
| 1Y | -15.1% | +39.2% | -54.3% | -31.0% |
| 3Y | +26.8% | +86.3% | -59.4% | -16.1% |
| All | +26.8% | +82.9% | -56.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling