+28.1%
BA vs XHB
+271.6%
-243.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -3.4% |
| 7D | -1.7% | +1.3% | -3.0% | -3.0% |
| 30D | -9.5% | +11.8% | -21.3% | -17.6% |
| 3M | -26.5% | -3.8% | -22.6% | -24.9% |
| 6M | -27.4% | +4.1% | -31.5% | -30.7% |
| YTD | -20.6% | +4.0% | -24.6% | -24.9% |
| 1Y | -11.4% | +1.6% | -13.0% | -15.1% |
| 3Y | -10.8% | +43.2% | -54.0% | -41.6% |
| 5Y | -21.9% | +35.8% | -57.8% | -47.9% |
| 10Y | +28.1% | +259.3% | -231.1% | -65.9% |
| All | +28.1% | +271.6% | -243.4% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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