+240.9%
XHB vs M
-5.1%
+246.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -4.1% | -3.3% | -0.8% | -3.4% |
| 30D | +9.6% | +8.1% | +1.5% | +7.6% |
| 3M | -6.0% | +2.2% | -8.2% | -6.7% |
| 6M | +2.2% | +35.1% | -32.9% | -5.4% |
| YTD | +1.1% | +15.8% | -14.7% | -3.3% |
| 1Y | -1.7% | +25.8% | -27.6% | -7.9% |
| 3Y | +36.5% | +156.2% | -119.8% | +2.9% |
| 5Y | +33.5% | -2.4% | +35.8% | +19.6% |
| 10Y | +240.9% | -7.1% | +248.0% | +134.2% |
| All | +240.9% | -5.1% | +246.0% | +134.2% |
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