+208.9%
XHB vs MTB
+173.8%
+35.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -9.1% | -4.8% | -4.3% | -7.2% |
| 3M | -8.6% | +6.0% | -14.5% | -10.9% |
| 6M | -4.0% | +19.6% | -23.6% | -11.1% |
| YTD | -3.9% | +21.5% | -25.4% | -11.8% |
| 1Y | -16.5% | +24.7% | -41.2% | -24.2% |
| 3Y | +22.6% | +108.6% | -86.0% | -11.6% |
| 5Y | +33.9% | +106.7% | -72.8% | -5.7% |
| All | +208.9% | +173.8% | +35.0% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling