+134.0%
BP vs XHB
+210.4%
-76.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.8% |
| 7D | +5.7% | -5.2% | +11.0% | +7.9% |
| 30D | +8.1% | -12.1% | +20.2% | +13.4% |
| 3M | +8.6% | -6.2% | +14.8% | +9.9% |
| 6M | +18.1% | -6.7% | +24.8% | +18.4% |
| YTD | +37.6% | -5.5% | +43.1% | +36.3% |
| 1Y | +39.4% | -15.6% | +55.0% | +44.9% |
| 3Y | +40.1% | +22.0% | +18.1% | +16.9% |
| 5Y | +141.3% | +31.8% | +109.5% | +86.5% |
| All | +134.0% | +210.4% | -76.4% | +5.7% |
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