+187.6%
XHB vs M
+39.5%
+148.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +0.8% |
| 7D | +1.3% | +2.5% | -1.2% | +0.4% |
| 30D | +11.8% | +10.1% | +1.8% | +8.1% |
| 3M | -3.8% | -0.9% | -2.9% | -3.8% |
| 6M | +4.1% | +30.2% | -26.1% | -5.9% |
| YTD | +4.0% | +16.3% | -12.3% | -2.9% |
| 1Y | +1.6% | +27.0% | -25.4% | -8.2% |
| 3Y | +43.2% | +154.5% | -111.3% | -6.7% |
| 5Y | +35.8% | -1.1% | +36.9% | +13.7% |
| 10Y | +259.3% | +0.5% | +258.8% | +120.9% |
| All | +187.6% | +39.5% | +148.1% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling