+72.3%
BA vs XHB
+204.2%
-131.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +1.2% |
| 7D | +2.5% | +0.2% | +2.3% | +2.3% |
| 30D | -10.1% | -9.1% | -1.0% | -3.3% |
| 3M | -2.4% | -2.3% | -0.1% | -1.3% |
| 6M | -8.8% | -4.1% | -4.7% | -6.6% |
| YTD | -2.9% | -1.7% | -1.2% | -3.3% |
| 1Y | -8.8% | -15.1% | +6.4% | +1.5% |
| 3Y | -0.3% | +26.8% | -27.1% | -27.1% |
| 5Y | -0.3% | +37.3% | -37.7% | -34.6% |
| 10Y | +72.3% | +205.7% | -133.3% | -48.5% |
| All | +72.3% | +204.2% | -131.9% | -48.5% |
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