+406.7%
BNY vs XHB
+215.4%
+191.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | -1.3% | -4.6% | +3.3% | +1.0% |
| 30D | -0.2% | -9.1% | +9.0% | +4.6% |
| 3M | +14.9% | -8.6% | +23.5% | +19.3% |
| 6M | +40.0% | -4.0% | +44.0% | +40.8% |
| YTD | +42.0% | -3.9% | +45.9% | +42.1% |
| 1Y | +56.9% | -16.5% | +73.3% | +68.4% |
| 3Y | +289.9% | +22.6% | +267.3% | +224.0% |
| 5Y | +259.2% | +33.9% | +225.3% | +176.4% |
| All | +406.7% | +215.4% | +191.3% | +128.4% |
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 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