-100.0%
XHG price history and return analytics
+134.3%
-234.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.3% |
| 7D | -8.8% | -1.1% | -7.7% | -8.2% |
| 30D | +230.1% | -1.0% | +231.0% | +232.2% |
| 3M | +160.3% | +3.2% | +157.2% | +156.7% |
| 6M | +276.1% | +12.5% | +263.6% | +255.9% |
| YTD | +254.5% | +14.1% | +240.4% | +234.2% |
| 1Y | +179.6% | +18.9% | +160.7% | +159.9% |
| 3Y | -99.9% | +74.1% | -174.0% | -99.9% |
| 5Y | -100.0% | +66.9% | -166.9% | -100.0% |
| All | -100.0% | +134.3% | -234.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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