+167.9%
XHB vs MKTX
+1,479.8%
-1,311.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -8.3% | +1.0% | -9.3% | -8.6% |
| 3M | -7.1% | +40.8% | -47.9% | -17.8% |
| 6M | -5.3% | -10.9% | +5.6% | -3.9% |
| YTD | -3.2% | -8.6% | +5.4% | -2.9% |
| 1Y | -13.9% | -11.6% | -2.3% | -12.9% |
| 3Y | +24.9% | -24.5% | +49.4% | +28.1% |
| 5Y | +34.5% | -60.7% | +95.2% | +65.3% |
| 10Y | +215.5% | +5.1% | +210.3% | +165.2% |
| All | +167.9% | +1,479.8% | -1,311.9% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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