+125.5%
BAC vs XHB
+173.9%
-48.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.9% |
| 7D | +1.1% | -1.3% | +2.4% | +2.1% |
| 30D | -0.4% | -6.9% | +6.5% | +5.3% |
| 3M | +16.9% | -1.3% | +18.2% | +16.4% |
| 6M | +26.6% | -6.8% | +33.4% | +30.9% |
| YTD | +15.8% | +0.7% | +15.1% | +11.2% |
| 1Y | +27.2% | -11.2% | +38.4% | +34.8% |
| 3Y | +132.4% | +25.3% | +107.1% | +71.9% |
| 5Y | +72.6% | +37.3% | +35.3% | +11.3% |
| 10Y | +389.7% | +211.5% | +178.2% | +36.8% |
| All | +125.5% | +173.9% | -48.4% | -64.1% |
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