+0.4%
BX vs XHB
+28.9%
-28.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.8% |
| 30D | +14.2% | +9.9% | +4.3% | +5.1% |
| 3M | -18.7% | -6.3% | -12.5% | -13.8% |
| 6M | +2.5% | +3.8% | -1.4% | -2.0% |
| YTD | -18.8% | +0.1% | -18.9% | -21.0% |
| 1Y | -10.3% | -0.8% | -9.5% | -12.3% |
| 3Y | +35.4% | +35.6% | -0.2% | -9.4% |
| All | +0.4% | +28.9% | -28.5% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling