+51.8%
BEN vs XHB
+210.4%
-158.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | +0.3% |
| 7D | +0.3% | -5.2% | +5.6% | +4.1% |
| 30D | +0.9% | -12.1% | +13.0% | +10.2% |
| 3M | +9.2% | -6.2% | +15.4% | +12.9% |
| 6M | +36.8% | -6.7% | +43.5% | +41.4% |
| YTD | +44.4% | -5.5% | +49.8% | +47.0% |
| 1Y | +45.8% | -15.6% | +61.5% | +60.4% |
| 3Y | +52.5% | +22.0% | +30.5% | +24.1% |
| 5Y | +37.7% | +31.8% | +5.9% | +4.5% |
| All | +51.8% | +210.4% | -158.6% | -36.0% |
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