+433.9%
BTSG vs XHB
+5.8%
+428.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.7% |
| 7D | -3.3% | -4.6% | +1.3% | -1.2% |
| 30D | -1.6% | -9.1% | +7.5% | +2.7% |
| 3M | -6.9% | -8.6% | +1.7% | -3.4% |
| 6M | +42.1% | -4.0% | +46.1% | +43.5% |
| YTD | +56.8% | -3.9% | +60.8% | +57.2% |
| 1Y | +109.8% | -16.5% | +126.3% | +125.1% |
| All | +433.9% | +5.8% | +428.1% | +429.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling