+275.1%
BLK vs XHB
+215.4%
+59.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.6% |
| 7D | -3.3% | -4.6% | +1.3% | -0.2% |
| 30D | -6.5% | -9.1% | +2.6% | -0.4% |
| 3M | +6.7% | -8.6% | +15.3% | +12.4% |
| 6M | +14.7% | -4.0% | +18.8% | +16.2% |
| YTD | +2.5% | -3.9% | +6.5% | +3.3% |
| 1Y | -2.8% | -16.5% | +13.7% | +7.5% |
| 3Y | +65.9% | +22.6% | +43.3% | +34.7% |
| 5Y | +33.0% | +33.9% | -1.0% | -0.9% |
| All | +275.1% | +215.4% | +59.7% | +46.3% |
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