-2.0%
XRT vs HBM
+117.5%
-119.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -2.4% | +5.5% | -7.9% | -2.8% |
| 30D | -6.9% | +3.3% | -10.2% | -7.3% |
| 3M | -0.4% | +12.7% | -13.1% | -1.8% |
| 6M | +2.2% | +28.2% | -26.0% | -1.5% |
| YTD | -0.7% | +45.3% | -46.0% | -6.5% |
| 1Y | -2.0% | +121.7% | -123.7% | -11.8% |
| All | -2.0% | +117.5% | -119.5% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling