+240.9%
XHB vs BAH
+211.3%
+29.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -4.1% | -1.6% | -2.5% | -3.7% |
| 30D | +9.6% | +18.0% | -8.4% | +4.5% |
| 3M | -6.0% | +11.4% | -17.4% | -9.2% |
| 6M | +2.2% | +17.7% | -15.5% | -3.6% |
| YTD | +1.1% | +5.4% | -4.2% | -2.8% |
| 1Y | -1.7% | +2.8% | -4.5% | -5.0% |
| 3Y | +36.5% | -26.7% | +63.1% | +40.7% |
| 5Y | +33.5% | +8.1% | +25.4% | +15.4% |
| 10Y | +240.9% | +202.5% | +38.4% | +112.9% |
| All | +240.9% | +211.3% | +29.6% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling