+133.2%
XRT vs HBM
+281.1%
-147.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +1.7% | +2.2% | -0.5% | +1.3% |
| 30D | +7.5% | -11.8% | +19.3% | +9.6% |
| 3M | +2.2% | -19.2% | +21.4% | +5.3% |
| 6M | +14.7% | -22.9% | +37.5% | +17.6% |
| YTD | +7.5% | +7.8% | -0.3% | +2.0% |
| 1Y | +14.1% | +34.9% | -20.8% | +3.7% |
| 3Y | +58.8% | +422.2% | -363.4% | +7.2% |
| 5Y | -3.9% | +192.8% | -196.7% | -31.1% |
| All | +133.2% | +281.1% | -147.9% | +28.7% |
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