+424.1%
BDX vs XHB
+167.3%
+256.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.4% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +1.3% | -9.1% | +10.3% | +3.7% |
| 3M | +20.2% | -2.3% | +22.6% | +20.8% |
| 6M | +8.6% | -4.1% | +12.7% | +9.4% |
| YTD | +19.0% | -1.7% | +20.7% | +18.9% |
| 1Y | +21.2% | -15.1% | +36.3% | +25.5% |
| 3Y | -9.7% | +26.8% | -36.5% | -16.2% |
| 5Y | -3.4% | +37.3% | -40.7% | -13.6% |
| 10Y | +53.9% | +205.7% | -151.8% | +9.9% |
| All | +424.1% | +167.3% | +256.9% | +246.6% |
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 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