+950.6%
BX vs XHB
+278.3%
+672.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | +0.3% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -2.3% | -9.1% | +6.8% | +5.3% |
| 3M | +18.5% | -2.3% | +20.8% | +19.8% |
| 6M | +23.7% | -4.1% | +27.8% | +26.1% |
| YTD | -10.4% | -1.7% | -8.6% | -10.8% |
| 1Y | -19.6% | -15.1% | -4.5% | -10.4% |
| 3Y | +30.8% | +26.8% | +4.0% | +4.8% |
| 5Y | +24.3% | +37.3% | -13.0% | -4.5% |
| 10Y | +679.5% | +205.7% | +473.8% | +209.1% |
| All | +950.6% | +278.3% | +672.3% | +162.3% |
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