+463.5%
BTSG vs XHB
+6.6%
+457.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | +2.9% | -1.9% | +4.8% | +3.7% |
| 30D | +0.9% | -8.3% | +9.2% | +4.7% |
| 3M | +1.6% | -7.1% | +8.8% | +4.7% |
| 6M | +46.8% | -5.3% | +52.0% | +49.1% |
| YTD | +65.5% | -3.2% | +68.7% | +65.2% |
| 1Y | +136.2% | -13.9% | +150.1% | +149.5% |
| All | +463.5% | +6.6% | +457.0% | +456.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling