+204.0%
XHB vs Z
-6.2%
+210.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.4% | -1.6% |
| 7D | -5.2% | -11.6% | +6.3% | -2.2% |
| 30D | -12.1% | -8.5% | -3.7% | -10.3% |
| 3M | -6.2% | -7.9% | +1.7% | -4.9% |
| 6M | -6.7% | -29.1% | +22.4% | +0.7% |
| YTD | -5.5% | -54.2% | +48.7% | +13.1% |
| 1Y | -15.6% | -63.5% | +47.9% | +6.7% |
| 3Y | +22.0% | -38.6% | +60.6% | +30.7% |
| 5Y | +31.8% | -66.0% | +97.8% | +50.8% |
| All | +204.0% | -6.2% | +210.2% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded Z 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling