+34.5%
XHB vs MTB
+103.4%
-68.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.9% | +1.1% | -3.0% | -2.4% |
| 30D | -8.3% | -4.6% | -3.7% | -6.4% |
| 3M | -7.1% | +6.3% | -13.4% | -9.7% |
| 6M | -5.3% | +15.6% | -20.9% | -11.2% |
| YTD | -3.2% | +20.6% | -23.7% | -11.1% |
| 1Y | -13.9% | +22.5% | -36.4% | -21.6% |
| 3Y | +24.9% | +114.4% | -89.5% | -11.2% |
| 5Y | +34.5% | +101.9% | -67.4% | -1.8% |
| All | +34.5% | +103.4% | -68.9% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling