+228.3%
BBY vs XHB
+163.2%
+65.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.4% |
| 7D | +1.2% | -1.9% | +3.1% | +2.5% |
| 30D | +6.8% | -8.3% | +15.1% | +13.2% |
| 3M | +18.7% | -7.1% | +25.9% | +24.0% |
| 6M | +37.3% | -5.3% | +42.5% | +40.1% |
| YTD | +35.3% | -3.2% | +38.5% | +35.5% |
| 1Y | +20.7% | -13.9% | +34.5% | +30.9% |
| 3Y | +39.4% | +24.9% | +14.5% | +16.6% |
| 5Y | -1.5% | +34.5% | -36.0% | -21.8% |
| 10Y | +239.8% | +215.5% | +24.4% | +56.8% |
| All | +228.3% | +163.2% | +65.1% | +25.8% |
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