+246.5%
BBY vs XHB
+215.4%
+31.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +1.8% |
| 7D | +0.6% | -4.6% | +5.2% | +4.4% |
| 30D | +9.4% | -9.1% | +18.5% | +18.0% |
| 3M | +19.3% | -8.6% | +27.9% | +27.3% |
| 6M | +47.9% | -4.0% | +51.9% | +49.4% |
| YTD | +39.6% | -3.9% | +43.5% | +40.1% |
| 1Y | +22.2% | -16.5% | +38.7% | +37.7% |
| 3Y | +45.0% | +22.6% | +22.4% | +15.4% |
| 5Y | +2.6% | +33.9% | -31.4% | -25.5% |
| All | +246.5% | +215.4% | +31.2% | +16.6% |
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