+31.8%
XHB vs TRMB
-39.6%
+71.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -1.9% |
| 7D | -5.2% | -5.4% | +0.2% | -2.6% |
| 30D | -12.1% | -2.0% | -10.2% | -11.4% |
| 3M | -6.2% | +12.3% | -18.5% | -11.9% |
| 6M | -6.7% | -17.6% | +10.9% | +1.6% |
| YTD | -5.5% | -27.5% | +22.0% | +9.1% |
| 1Y | -15.6% | -29.1% | +13.4% | -1.8% |
| 3Y | +22.0% | +11.5% | +10.5% | +8.1% |
| 5Y | +31.8% | -39.5% | +71.3% | +56.6% |
| All | +31.8% | -39.6% | +71.4% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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