+106.2%
BP vs XHB
+32.7%
+73.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | -6.3% | +1.2% | -7.5% | -6.5% |
| 30D | -3.6% | +8.9% | -12.5% | -4.9% |
| 3M | +5.2% | -4.2% | +9.4% | +5.7% |
| 6M | +5.3% | +1.4% | +4.0% | +4.2% |
| YTD | +33.1% | +1.2% | +31.9% | +30.9% |
| 1Y | +26.3% | -1.3% | +27.6% | +24.8% |
| 3Y | +47.5% | +36.6% | +11.0% | +32.7% |
| 5Y | +106.2% | +34.3% | +71.9% | +78.5% |
| All | +106.2% | +32.7% | +73.4% | +78.5% |
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