+29.4%
XHB vs M
+123.1%
-93.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.3% |
| 7D | -1.3% | +4.7% | -6.0% | -2.4% |
| 30D | -6.9% | -9.6% | +2.8% | -4.6% |
| 3M | -1.3% | +0.9% | -2.1% | -1.7% |
| 6M | -6.8% | +22.3% | -29.1% | -11.4% |
| YTD | +0.7% | +6.5% | -5.8% | -1.6% |
| 1Y | -11.2% | +38.8% | -50.0% | -18.4% |
| All | +29.4% | +123.1% | -93.7% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling