+215.5%
XHB vs M
-7.1%
+222.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.5% |
| 7D | -1.9% | -4.1% | +2.1% | -1.0% |
| 30D | -8.3% | -13.6% | +5.3% | -5.1% |
| 3M | -7.1% | -2.3% | -4.9% | -6.9% |
| 6M | -5.3% | +21.9% | -27.2% | -10.0% |
| YTD | -3.2% | -0.6% | -2.6% | -3.9% |
| 1Y | -13.9% | +29.7% | -43.6% | -19.9% |
| 3Y | +24.9% | +107.3% | -82.4% | -1.1% |
| 5Y | +34.5% | +20.5% | +14.0% | +15.0% |
| 10Y | +215.5% | -6.1% | +221.5% | +114.6% |
| All | +215.5% | -7.1% | +222.5% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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