+72.3%
BAC vs XHB
+36.9%
+35.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.6% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -0.7% | -9.1% | +8.3% | +3.5% |
| 3M | +16.9% | -2.3% | +19.2% | +17.3% |
| 6M | +29.6% | -4.1% | +33.7% | +30.7% |
| YTD | +15.3% | -1.7% | +17.0% | +14.3% |
| 1Y | +28.8% | -15.1% | +43.9% | +37.0% |
| 3Y | +136.4% | +26.8% | +109.6% | +96.9% |
| All | +72.3% | +36.9% | +35.4% | +30.7% |
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