+230.9%
XHB vs SAN
+267.7%
-36.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.7% |
| 7D | -2.4% | +1.0% | -3.4% | -2.8% |
| 30D | +7.1% | -9.4% | +16.4% | +10.8% |
| 3M | -6.0% | -17.1% | +11.2% | +0.5% |
| 6M | +2.1% | +2.2% | -0.1% | +0.7% |
| YTD | -0.6% | +6.0% | -6.6% | -4.2% |
| 1Y | -3.3% | +12.7% | -16.0% | -8.9% |
| 3Y | +34.1% | +242.1% | -208.0% | -19.0% |
| 5Y | +28.6% | +293.6% | -265.0% | -29.0% |
| All | +230.9% | +267.7% | -36.8% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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