-2.8%
BLK vs XHB
-14.9%
+12.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.9% |
| 7D | -3.3% | -4.6% | +1.3% | -1.3% |
| 30D | -6.5% | -9.1% | +2.6% | -2.7% |
| 3M | +6.7% | -8.6% | +15.3% | +10.2% |
| 6M | +14.7% | -4.0% | +18.8% | +14.9% |
| YTD | +2.5% | -3.9% | +6.5% | +2.6% |
| 1Y | -2.8% | -16.5% | +13.7% | -2.4% |
| All | -2.8% | -14.9% | +12.1% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling