+177.1%
XHB vs TXT
+123.3%
+53.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +9.9% | +13.3% | -3.4% | +4.0% |
| 3M | -6.3% | -5.0% | -1.3% | -4.6% |
| 6M | +3.8% | -8.4% | +12.3% | +7.2% |
| YTD | +0.1% | -4.0% | +4.1% | +1.1% |
| 1Y | -0.8% | +2.8% | -3.6% | -2.7% |
| 3Y | +35.6% | +10.3% | +25.3% | +28.1% |
| 5Y | +29.6% | +9.2% | +20.4% | +22.3% |
| 10Y | +237.5% | +89.6% | +147.9% | +136.7% |
| All | +177.1% | +123.3% | +53.8% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 all: compounded portfolio wealth divided by compounded TXT 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…
all analysis · Full analysis span regression · 6 months rolling