+37.3%
XHB vs SM
+111.2%
-73.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.9% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | -9.1% | +31.5% | -40.6% | -12.3% |
| 3M | -2.3% | +17.3% | -19.7% | -4.9% |
| 6M | -4.1% | +48.5% | -52.6% | -11.1% |
| YTD | -1.7% | +106.3% | -108.0% | -14.3% |
| 1Y | -15.1% | +47.3% | -62.4% | -21.9% |
| 3Y | +26.8% | -1.4% | +28.3% | +21.1% |
| 5Y | +37.3% | +114.0% | -76.7% | +13.4% |
| All | +37.3% | +111.2% | -73.9% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling