+39.4%
BEN vs XHB
+34.8%
+4.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.5% |
| 7D | +3.4% | -1.9% | +5.3% | +4.7% |
| 30D | +1.8% | -8.3% | +10.1% | +7.9% |
| 3M | +8.4% | -7.1% | +15.5% | +12.8% |
| 6M | +35.6% | -5.3% | +40.9% | +38.6% |
| YTD | +46.4% | -3.2% | +49.6% | +46.3% |
| 1Y | +46.3% | -13.9% | +60.2% | +58.8% |
| 3Y | +54.6% | +24.9% | +29.7% | +19.2% |
| 5Y | +39.4% | +34.5% | +4.9% | -3.9% |
| All | +39.4% | +34.8% | +4.5% | -3.9% |
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