+135.8%
BP vs XHB
+37.2%
+98.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.9% | +2.8% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +9.1% | -9.1% | +18.2% | +10.6% |
| 3M | +3.9% | -2.3% | +6.2% | +3.6% |
| 6M | +13.6% | -4.1% | +17.7% | +13.3% |
| YTD | +34.0% | -1.7% | +35.7% | +32.5% |
| 1Y | +39.2% | -15.1% | +54.3% | +42.4% |
| 3Y | +36.4% | +26.8% | +9.6% | +24.7% |
| 5Y | +135.8% | +37.3% | +98.5% | +110.5% |
| All | +135.8% | +37.2% | +98.6% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling