+34.5%
XHB vs HBM
+392.2%
-357.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -1.9% | +5.5% | -7.4% | -2.9% |
| 30D | -8.3% | +3.3% | -11.6% | -9.1% |
| 3M | -7.1% | +12.7% | -19.8% | -10.0% |
| 6M | -5.3% | +28.2% | -33.4% | -11.4% |
| YTD | -3.2% | +45.3% | -48.5% | -12.4% |
| 1Y | -13.9% | +121.7% | -135.6% | -28.8% |
| 3Y | +24.9% | +523.5% | -498.6% | -19.5% |
| 5Y | +34.5% | +393.9% | -359.4% | -12.2% |
| All | +34.5% | +392.2% | -357.7% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling