+660.4%
BNY vs XHB
+157.1%
+503.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +1.5% |
| 7D | -1.1% | -5.2% | +4.2% | +2.3% |
| 30D | +1.4% | -12.1% | +13.6% | +9.9% |
| 3M | +16.8% | -6.2% | +23.0% | +20.3% |
| 6M | +42.0% | -6.7% | +48.7% | +45.5% |
| YTD | +41.9% | -5.5% | +47.4% | +43.3% |
| 1Y | +59.2% | -15.6% | +74.8% | +72.1% |
| 3Y | +290.9% | +22.0% | +268.9% | +214.9% |
| 5Y | +259.0% | +31.8% | +227.2% | +166.1% |
| 10Y | +413.0% | +208.1% | +205.0% | +97.2% |
| All | +660.4% | +157.1% | +503.3% | +108.5% |
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