+123.0%
XRT vs HBM
+619.2%
-496.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -3.2% | -3.3% | +0.1% | -2.7% |
| 30D | -4.5% | -4.8% | +0.3% | -4.0% |
| 3M | -3.1% | -0.4% | -2.7% | -4.0% |
| 6M | +4.2% | +17.9% | -13.6% | -1.1% |
| YTD | -0.1% | +33.7% | -33.8% | -8.2% |
| 1Y | -3.0% | +95.6% | -98.6% | -17.6% |
| 3Y | +41.8% | +458.1% | -416.3% | -4.6% |
| 5Y | -1.3% | +329.0% | -330.3% | -33.5% |
| All | +123.0% | +619.2% | -496.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling