+26.8%
XHB vs SM
-2.8%
+29.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.7% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | -9.1% | +31.5% | -40.6% | -11.3% |
| 3M | -2.3% | +17.3% | -19.7% | -4.0% |
| 6M | -4.1% | +48.5% | -52.6% | -10.4% |
| YTD | -1.7% | +106.3% | -108.0% | -14.4% |
| 1Y | -15.1% | +47.3% | -62.4% | -21.1% |
| 3Y | +26.8% | -1.4% | +28.3% | +20.2% |
| All | +26.8% | -2.8% | +29.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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