+269.9%
XHB vs XME
+170.7%
+99.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.5% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | +9.9% | -6.1% | +16.1% | +12.9% |
| 3M | -6.3% | -18.6% | +12.3% | +2.6% |
| 6M | +3.8% | -23.9% | +27.7% | +16.3% |
| YTD | +0.1% | -9.3% | +9.5% | +2.1% |
| 1Y | -0.8% | +1.8% | -2.6% | -4.6% |
| 3Y | +35.6% | +93.0% | -57.4% | -6.5% |
| 5Y | +29.6% | +107.0% | -77.4% | -16.1% |
| 10Y | +237.5% | +266.9% | -29.4% | +53.5% |
| All | +269.9% | +170.7% | +99.2% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling