-35.2%
BROS vs XHB
-2.2%
-33.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +5.9% |
| 7D | +6.3% | -0.2% | +6.5% | +6.6% |
| 30D | -8.3% | +9.9% | -18.3% | -13.6% |
| 3M | -29.8% | -6.3% | -23.5% | -25.7% |
| 6M | -25.8% | +3.8% | -29.7% | -28.3% |
| YTD | -41.4% | +0.1% | -41.5% | -43.7% |
| 1Y | -35.2% | -0.8% | -34.4% | -36.9% |
| All | -35.2% | -2.2% | -33.0% | -36.9% |
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