-16.5%
XHB vs XME
+34.9%
-51.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -4.6% | -4.2% | -0.4% | -3.5% |
| 30D | -9.1% | -2.7% | -6.4% | -8.5% |
| 3M | -8.6% | -3.9% | -4.6% | -7.9% |
| 6M | -4.0% | -1.0% | -3.1% | -4.9% |
| YTD | -3.9% | +9.8% | -13.8% | -6.9% |
| 1Y | -16.5% | +32.5% | -49.0% | -24.6% |
| All | -16.5% | +34.9% | -51.3% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling