+83.8%
BP vs XHB
+173.9%
-90.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | +3.9% | -1.3% | +5.2% | +4.4% |
| 30D | +7.6% | -6.9% | +14.5% | +10.3% |
| 3M | +0.7% | -1.3% | +2.0% | 0.0% |
| 6M | +15.5% | -6.8% | +22.3% | +16.1% |
| YTD | +30.8% | +0.7% | +30.1% | +27.0% |
| 1Y | +34.3% | -11.2% | +45.5% | +36.6% |
| 3Y | +35.1% | +25.3% | +9.7% | +16.1% |
| 5Y | +126.8% | +37.3% | +89.5% | +82.0% |
| 10Y | +123.4% | +211.5% | -88.2% | +24.2% |
| All | +83.8% | +173.9% | -90.1% | -17.1% |
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