+20.6%
XHB vs MTB
+113.5%
-92.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.6% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | -12.1% | -4.6% | -7.5% | -10.0% |
| 3M | -6.2% | +7.4% | -13.6% | -9.8% |
| 6M | -6.7% | +18.7% | -25.4% | -14.6% |
| YTD | -5.5% | +21.1% | -26.5% | -14.6% |
| 1Y | -15.6% | +24.1% | -39.7% | -24.9% |
| All | +20.6% | +113.5% | -92.8% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling