+31.8%
XHB vs TENB
-32.3%
+64.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.5% | -1.4% |
| 7D | -5.2% | -7.1% | +1.9% | -3.8% |
| 30D | -12.1% | -15.4% | +3.2% | -9.5% |
| 3M | -6.2% | +19.5% | -25.7% | -11.1% |
| 6M | -6.7% | +54.8% | -61.5% | -17.6% |
| YTD | -5.5% | +36.1% | -41.6% | -14.5% |
| 1Y | -15.6% | +7.0% | -22.6% | -18.8% |
| 3Y | +22.0% | -27.6% | +49.6% | +26.8% |
| 5Y | +31.8% | -30.5% | +62.3% | +32.2% |
| All | +31.8% | -32.3% | +64.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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