+851.5%
BX vs XHB
+285.4%
+566.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.8% |
| 30D | +14.2% | +9.9% | +4.3% | +6.2% |
| 3M | -18.7% | -6.3% | -12.5% | -14.3% |
| 6M | +2.5% | +3.8% | -1.4% | -1.2% |
| YTD | -18.8% | +0.1% | -18.9% | -20.3% |
| 1Y | -10.3% | -0.8% | -9.5% | -11.5% |
| 3Y | +35.4% | +35.6% | -0.2% | +2.9% |
| 5Y | +0.3% | +29.6% | -29.3% | -19.5% |
| 10Y | +668.4% | +237.5% | +430.8% | +183.4% |
| All | +851.5% | +285.4% | +566.1% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling