+1,068.1%
XRT vs HBM
+471.0%
+597.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.2% |
| 7D | +4.1% | +2.4% | +1.7% | +3.7% |
| 30D | +9.9% | -16.0% | +25.9% | +12.8% |
| 3M | +2.3% | -21.3% | +23.6% | +5.6% |
| 6M | +9.6% | -12.2% | +21.8% | +9.7% |
| YTD | +9.1% | +10.7% | -1.5% | +3.8% |
| 1Y | +16.2% | +30.3% | -14.1% | +7.4% |
| 3Y | +60.1% | +432.2% | -372.2% | +12.9% |
| 5Y | -0.5% | +218.8% | -219.3% | -26.7% |
| 10Y | +145.1% | +281.4% | -136.2% | +52.4% |
| All | +1,068.1% | +471.0% | +597.2% | +486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling