-36.9%
BAX vs XHB
+202.9%
-239.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.3% |
| 7D | -5.1% | -1.9% | -3.2% | -4.3% |
| 30D | -12.2% | -8.3% | -3.8% | -9.1% |
| 3M | +21.8% | -7.1% | +29.0% | +25.3% |
| 6M | +36.3% | -5.3% | +41.6% | +39.1% |
| YTD | +27.8% | -3.2% | +31.0% | +29.6% |
| 1Y | -0.1% | -13.9% | +13.8% | +5.9% |
| 3Y | -33.3% | +24.9% | -58.2% | -38.6% |
| 5Y | -67.1% | +34.5% | -101.6% | -71.1% |
| 10Y | -36.9% | +215.5% | -252.4% | -58.0% |
| All | -36.9% | +202.9% | -239.8% | -58.0% |
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