+117.9%
BTSG vs XHB
+5.8%
+112.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -1.7% |
| 7D | +17.4% | +9.7% | +7.6% | +13.6% |
| 30D | +12.6% | +11.7% | +0.9% | +8.2% |
| 3M | +11.2% | -1.4% | +12.6% | +12.0% |
| 6M | +30.4% | +6.8% | +23.6% | +26.6% |
| YTD | +86.4% | +5.5% | +80.9% | +77.4% |
| 1Y | +117.9% | +5.1% | +112.8% | +106.3% |
| All | +117.9% | +5.8% | +112.1% | +106.3% |
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