+20.6%
BAC vs XHB
+33.4%
-12.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -4.1% | +2.3% | 0.0% |
| 30D | -7.2% | +9.6% | -16.8% | -11.1% |
| 3M | -20.4% | -6.0% | -14.4% | -18.4% |
| 6M | +1.3% | +2.2% | -0.9% | -0.8% |
| YTD | -6.4% | +1.1% | -7.5% | -8.6% |
| 1Y | -3.5% | -1.7% | -1.8% | -4.5% |
| 3Y | +96.7% | +36.5% | +60.2% | +57.8% |
| 5Y | +20.6% | +33.5% | -12.9% | -8.8% |
| All | +20.6% | +33.4% | -12.8% | -8.8% |
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