+208.9%
XHB vs HBM
+619.2%
-410.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -4.6% | -3.3% | -1.3% | -4.1% |
| 30D | -9.1% | -4.8% | -4.3% | -8.5% |
| 3M | -8.6% | -0.4% | -8.1% | -9.4% |
| 6M | -4.0% | +17.9% | -21.9% | -8.8% |
| YTD | -3.9% | +33.7% | -37.7% | -11.6% |
| 1Y | -16.5% | +95.6% | -112.1% | -29.1% |
| 3Y | +22.6% | +458.1% | -435.6% | -18.2% |
| 5Y | +33.9% | +329.0% | -295.1% | -10.6% |
| All | +208.9% | +619.2% | -410.3% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling