+272.1%
XHB vs XME
+242.3%
+29.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -6.9% | +6.0% | -12.9% | -9.6% |
| 3M | -1.3% | -7.7% | +6.5% | +1.7% |
| 6M | -6.8% | +1.0% | -7.7% | -8.4% |
| YTD | +0.7% | +14.6% | -13.9% | -7.6% |
| 1Y | -11.2% | +46.0% | -57.2% | -28.4% |
| 3Y | +25.3% | +127.0% | -101.7% | -19.5% |
| 5Y | +37.3% | +175.8% | -138.5% | -22.3% |
| 10Y | +211.5% | +414.6% | -203.1% | +20.7% |
| All | +272.1% | +242.3% | +29.8% | +34.4% |
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