+89.9%
BP vs XHB
+175.0%
-85.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -0.8% | -4.1% | +3.3% | +0.7% |
| 30D | -3.1% | +9.6% | -12.8% | -6.9% |
| 3M | +6.2% | -6.0% | +12.2% | +7.8% |
| 6M | +4.8% | +2.2% | +2.6% | +1.8% |
| YTD | +35.2% | +1.1% | +34.0% | +30.2% |
| 1Y | +27.4% | -1.7% | +29.1% | +23.9% |
| 3Y | +49.8% | +36.5% | +13.3% | +23.9% |
| 5Y | +109.4% | +33.5% | +75.9% | +69.2% |
| 10Y | +135.7% | +240.9% | -105.2% | +26.0% |
| All | +89.9% | +175.0% | -85.2% | -15.0% |
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