+172.0%
XHB vs MTB
+314.1%
-142.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | +0.2% | +2.8% | -2.6% | -1.3% |
| 30D | -9.1% | -4.2% | -4.9% | -7.0% |
| 3M | -2.3% | +7.8% | -10.1% | -6.3% |
| 6M | -4.1% | +14.8% | -18.9% | -11.0% |
| YTD | -1.7% | +20.8% | -22.5% | -11.4% |
| 1Y | -15.1% | +23.1% | -38.2% | -24.4% |
| 3Y | +26.8% | +114.8% | -88.0% | -18.1% |
| 5Y | +37.3% | +103.3% | -65.9% | -13.1% |
| 10Y | +205.7% | +173.0% | +32.7% | +41.7% |
| All | +172.0% | +314.1% | -142.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MTB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling