+21.5%
BX vs XHB
+21.1%
+0.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.1% |
| 7D | -8.9% | -5.2% | -3.7% | -5.2% |
| 30D | -14.8% | -12.1% | -2.6% | -6.2% |
| 3M | +6.9% | -6.2% | +13.1% | +11.2% |
| 6M | +16.3% | -6.7% | +23.0% | +20.8% |
| YTD | -16.1% | -5.5% | -10.6% | -14.3% |
| 1Y | -26.8% | -15.6% | -11.1% | -18.0% |
| All | +21.5% | +21.1% | +0.4% | -9.4% |
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