+20,611.2%
BKNG vs XHB
+157.1%
+20,454.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +1.7% |
| 7D | -10.7% | -5.2% | -5.4% | -8.1% |
| 30D | -18.1% | -12.1% | -6.0% | -12.4% |
| 3M | +8.5% | -6.2% | +14.7% | +12.1% |
| 6M | -0.1% | -6.7% | +6.6% | +3.0% |
| YTD | -18.2% | -5.5% | -12.8% | -16.7% |
| 1Y | -19.9% | -15.6% | -4.2% | -13.6% |
| 3Y | +41.6% | +22.0% | +19.6% | +21.9% |
| 5Y | +93.1% | +31.8% | +61.3% | +57.7% |
| 10Y | +214.8% | +208.1% | +6.7% | +61.1% |
| All | +20,611.2% | +157.1% | +20,454.1% | +9,455.5% |
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