+26.6%
BA vs XHB
+248.4%
-221.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +2.6% |
| 7D | 0.0% | +1.2% | -1.1% | -1.2% |
| 30D | -8.9% | +8.9% | -17.8% | -15.4% |
| 3M | -25.5% | -4.2% | -21.4% | -23.7% |
| 6M | -27.0% | +1.4% | -28.3% | -28.9% |
| YTD | -20.1% | +1.2% | -21.4% | -22.9% |
| 1Y | -11.0% | -1.3% | -9.7% | -12.8% |
| 3Y | -11.8% | +36.6% | -48.4% | -39.9% |
| 5Y | -20.6% | +34.3% | -54.9% | -46.8% |
| 10Y | +26.6% | +241.1% | -214.4% | -65.1% |
| All | +26.6% | +248.4% | -221.8% | -65.1% |
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