-16.1%
BA vs XHB
+34.8%
-50.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.0% |
| 7D | -0.6% | -2.4% | +1.9% | +0.4% |
| 30D | -8.0% | +7.1% | -15.1% | -10.9% |
| 3M | -25.8% | -6.0% | -19.8% | -24.0% |
| 6M | -27.6% | +2.1% | -29.6% | -28.6% |
| YTD | -21.0% | -0.6% | -20.4% | -21.4% |
| 1Y | -12.3% | -3.3% | -9.0% | -12.0% |
| All | -16.1% | +34.8% | -50.9% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling