+111.6%
BEN vs XHB
+167.3%
-55.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +1.5% |
| 7D | +4.7% | +0.2% | +4.5% | +4.5% |
| 30D | +2.6% | -9.1% | +11.7% | +9.7% |
| 3M | +11.5% | -2.3% | +13.8% | +12.1% |
| 6M | +35.3% | -4.1% | +39.4% | +37.4% |
| YTD | +48.6% | -1.7% | +50.3% | +47.4% |
| 1Y | +46.7% | -15.1% | +61.8% | +61.1% |
| 3Y | +57.0% | +26.8% | +30.2% | +25.0% |
| 5Y | +41.8% | +37.3% | +4.5% | +5.9% |
| 10Y | +55.2% | +205.7% | -150.4% | -37.8% |
| All | +111.6% | +167.3% | -55.7% | -32.1% |
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