+40.9%
BP vs XHB
-16.0%
+56.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.3% |
| 7D | +4.0% | -1.9% | +5.9% | +3.4% |
| 30D | +7.8% | -8.3% | +16.2% | +5.1% |
| 3M | +8.4% | -7.1% | +15.5% | +6.4% |
| 6M | +15.1% | -5.3% | +20.3% | +15.2% |
| YTD | +36.4% | -3.2% | +39.6% | +35.7% |
| 1Y | +40.9% | -13.9% | +54.8% | +38.6% |
| All | +40.9% | -16.0% | +56.9% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling