+319.3%
BA vs XHB
+173.9%
+145.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.3% |
| 7D | +1.2% | -1.3% | +2.4% | +1.9% |
| 30D | -11.6% | -6.9% | -4.8% | -8.1% |
| 3M | -2.4% | -1.3% | -1.1% | -2.0% |
| 6M | -6.6% | -6.8% | +0.2% | -3.3% |
| YTD | -2.2% | +0.7% | -3.0% | -3.3% |
| 1Y | -8.0% | -11.2% | +3.2% | -2.9% |
| 3Y | -5.0% | +25.3% | -30.3% | -20.2% |
| 5Y | -2.7% | +37.3% | -40.0% | -23.3% |
| 10Y | +75.9% | +211.5% | -135.6% | -7.5% |
| All | +319.3% | +173.9% | +145.4% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling