-26.4%
BA vs XHB
+28.9%
-55.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -7.1% | +9.9% | -17.1% | -12.2% |
| 3M | -25.5% | -6.3% | -19.3% | -23.2% |
| 6M | -28.7% | +3.8% | -32.6% | -30.8% |
| YTD | -21.0% | +0.1% | -21.1% | -22.1% |
| 1Y | -11.9% | -0.8% | -11.1% | -12.9% |
| 3Y | -16.2% | +35.6% | -51.8% | -35.4% |
| All | -26.4% | +28.9% | -55.3% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling