-13.9%
XHB vs M
+30.1%
-44.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.2% |
| 7D | -1.9% | -4.1% | +2.1% | -0.6% |
| 30D | -8.3% | -13.6% | +5.3% | -4.0% |
| 3M | -7.1% | -2.3% | -4.9% | -6.7% |
| 6M | -5.3% | +21.9% | -27.2% | -11.4% |
| YTD | -3.2% | -0.6% | -2.6% | -4.7% |
| 1Y | -13.9% | +29.7% | -43.6% | -23.3% |
| All | -13.9% | +30.1% | -44.0% | -23.3% |
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