+178.7%
XHB vs MTB
+316.6%
-137.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.3% | +1.7% | -3.0% | -2.2% |
| 30D | -6.9% | -4.2% | -2.7% | -4.8% |
| 3M | -1.3% | +8.9% | -10.1% | -5.8% |
| 6M | -6.8% | +10.9% | -17.7% | -11.8% |
| YTD | +0.7% | +21.5% | -20.8% | -9.5% |
| 1Y | -11.2% | +21.9% | -33.2% | -20.5% |
| 3Y | +25.3% | +109.2% | -83.9% | -18.0% |
| 5Y | +37.3% | +102.0% | -64.7% | -12.8% |
| 10Y | +211.5% | +171.9% | +39.6% | +44.8% |
| All | +178.7% | +316.6% | -137.9% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling