+981.0%
BN vs XHB
+172.3%
+808.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.1% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +14.0% | +9.9% | +4.0% | +7.8% |
| 3M | -9.0% | -6.3% | -2.7% | -5.4% |
| 6M | -8.8% | +3.8% | -12.7% | -11.4% |
| YTD | -10.3% | +0.1% | -10.4% | -11.3% |
| 1Y | -5.8% | -0.8% | -5.0% | -6.6% |
| 3Y | +94.8% | +35.6% | +59.2% | +59.7% |
| 5Y | +31.5% | +29.6% | +1.9% | +10.3% |
| 10Y | +291.9% | +237.5% | +54.4% | +88.8% |
| All | +981.0% | +172.3% | +808.8% | +313.9% |
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 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