+961.7%
BN vs XHB
+173.9%
+787.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.8% |
| 7D | -2.5% | -1.3% | -1.2% | -1.7% |
| 30D | -9.5% | -6.9% | -2.6% | -5.6% |
| 3M | -10.4% | -1.3% | -9.1% | -10.3% |
| 6M | -6.4% | -6.8% | +0.4% | -3.1% |
| YTD | -11.9% | +0.7% | -12.6% | -13.2% |
| 1Y | -8.6% | -11.2% | +2.6% | -3.2% |
| 3Y | +77.6% | +25.3% | +52.2% | +52.7% |
| 5Y | +37.0% | +37.3% | -0.3% | +11.2% |
| 10Y | +266.4% | +211.5% | +54.9% | +83.8% |
| All | +961.7% | +173.9% | +787.8% | +305.1% |
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