+391.9%
BAC vs XHB
+210.4%
+181.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +1.2% |
| 7D | -0.3% | -5.2% | +5.0% | +3.0% |
| 30D | -1.8% | -12.1% | +10.4% | +6.0% |
| 3M | +15.3% | -6.2% | +21.5% | +18.7% |
| 6M | +30.2% | -6.7% | +36.9% | +33.5% |
| YTD | +15.6% | -5.5% | +21.0% | +16.9% |
| 1Y | +27.5% | -15.6% | +43.1% | +38.0% |
| 3Y | +137.0% | +22.0% | +115.0% | +92.4% |
| 5Y | +75.6% | +31.8% | +43.7% | +31.1% |
| All | +391.9% | +210.4% | +181.4% | +78.2% |
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