-1.7%
XHB vs M
+25.7%
-27.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -4.1% | -3.3% | -0.8% | -3.0% |
| 30D | +9.6% | +8.1% | +1.5% | +6.5% |
| 3M | -6.0% | +2.2% | -8.2% | -7.1% |
| 6M | +2.2% | +35.1% | -32.9% | -8.8% |
| YTD | +1.1% | +15.8% | -14.7% | -6.0% |
| 1Y | -1.7% | +25.8% | -27.6% | -13.4% |
| All | -1.7% | +25.7% | -27.4% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling