-2.6%
BDX vs XHB
+30.4%
-33.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.2% |
| 7D | -5.4% | -5.2% | -0.2% | -4.0% |
| 30D | -2.2% | -12.1% | +10.0% | +1.5% |
| 3M | +20.1% | -6.2% | +26.3% | +22.0% |
| 6M | +9.1% | -6.7% | +15.8% | +10.7% |
| YTD | +17.9% | -5.5% | +23.3% | +19.1% |
| 1Y | +22.1% | -15.6% | +37.7% | +27.2% |
| 3Y | -10.5% | +22.0% | -32.5% | -16.5% |
| 5Y | -2.6% | +31.8% | -34.4% | -18.4% |
| All | -2.6% | +30.4% | -33.0% | -18.4% |
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