+233.0%
BAC vs XHB
+241.7%
-8.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -4.1% | +2.3% | +0.6% |
| 30D | -7.2% | +9.6% | -16.8% | -12.4% |
| 3M | -20.4% | -6.0% | -14.4% | -17.9% |
| 6M | +1.3% | +2.2% | -0.9% | -1.7% |
| YTD | -6.4% | +1.1% | -7.5% | -9.5% |
| 1Y | -3.5% | -1.7% | -1.8% | -5.2% |
| 3Y | +96.7% | +36.5% | +60.2% | +48.4% |
| 5Y | +20.6% | +33.5% | -12.9% | -10.1% |
| 10Y | +233.0% | +240.9% | -7.9% | +10.5% |
| All | +233.0% | +241.7% | -8.7% | +10.5% |
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