+95.6%
BAX vs XHB
+173.9%
-78.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.7% |
| 7D | -1.1% | -1.3% | +0.1% | -0.8% |
| 30D | -5.5% | -6.9% | +1.4% | -3.4% |
| 3M | +33.5% | -1.3% | +34.8% | +34.0% |
| 6M | +35.9% | -6.8% | +42.6% | +38.7% |
| YTD | +35.4% | +0.7% | +34.6% | +35.2% |
| 1Y | +9.8% | -11.2% | +21.0% | +13.8% |
| 3Y | -32.7% | +25.3% | -58.1% | -37.1% |
| 5Y | -65.6% | +37.3% | -102.9% | -69.1% |
| 10Y | -34.9% | +211.5% | -246.4% | -54.3% |
| All | +95.6% | +173.9% | -78.3% | +22.1% |
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