+31.8%
XHB vs XME
+167.8%
-136.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -0.7% |
| 7D | -5.2% | -3.0% | -2.2% | -4.0% |
| 30D | -12.1% | -2.6% | -9.5% | -11.3% |
| 3M | -6.2% | +2.2% | -8.4% | -7.7% |
| 6M | -6.7% | +0.7% | -7.4% | -8.1% |
| YTD | -5.5% | +10.9% | -16.4% | -11.7% |
| 1Y | -15.6% | +35.7% | -51.4% | -29.3% |
| 3Y | +22.0% | +127.1% | -105.1% | -21.6% |
| 5Y | +31.8% | +168.5% | -136.6% | -22.6% |
| All | +31.8% | +167.8% | -136.0% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling