-66.9%
BAX vs XHB
+37.2%
-104.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.3% | -2.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -9.7% | -9.1% | -0.7% | -5.8% |
| 3M | +29.3% | -2.3% | +31.6% | +30.5% |
| 6M | +40.7% | -4.1% | +44.8% | +43.1% |
| YTD | +30.3% | -1.7% | +32.0% | +31.4% |
| 1Y | +3.4% | -15.1% | +18.5% | +10.6% |
| 3Y | -32.0% | +26.8% | -58.9% | -37.9% |
| 5Y | -66.9% | +37.3% | -104.2% | -72.2% |
| All | -66.9% | +37.2% | -104.0% | -72.2% |
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 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