+53.6%
BEN vs XHB
+237.3%
-183.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | +6.8% | -0.2% | +7.0% | +7.0% |
| 30D | +18.0% | +9.9% | +8.0% | +10.3% |
| 3M | +7.5% | -6.3% | +13.8% | +11.9% |
| 6M | +14.7% | +3.8% | +10.9% | +10.0% |
| YTD | +56.1% | +0.1% | +56.0% | +52.2% |
| 1Y | +69.6% | -0.8% | +70.4% | +66.0% |
| 3Y | +87.7% | +35.6% | +52.1% | +41.3% |
| 5Y | +28.6% | +29.6% | -0.9% | -1.4% |
| All | +53.6% | +237.3% | -183.7% | -39.6% |
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