+277.1%
XHB vs ESI
+207.0%
+70.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.0% | -1.4% |
| 7D | -4.1% | +1.8% | -5.9% | -4.8% |
| 30D | +9.6% | -6.6% | +16.2% | +11.4% |
| 3M | -6.0% | -9.4% | +3.4% | -3.9% |
| 6M | +2.2% | -24.1% | +26.3% | +9.9% |
| YTD | +1.1% | +37.1% | -36.0% | -12.4% |
| 1Y | -1.7% | +24.5% | -26.3% | -12.2% |
| 3Y | +36.5% | +83.2% | -46.7% | +5.8% |
| 5Y | +33.5% | +44.0% | -10.5% | +10.8% |
| 10Y | +240.9% | +332.8% | -91.9% | +105.1% |
| All | +277.1% | +207.0% | +70.1% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling