+26.8%
XHB vs BAH
-32.1%
+58.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +0.2% | -4.3% | +4.5% | +0.8% |
| 30D | -9.1% | -4.5% | -4.6% | -8.5% |
| 3M | -2.3% | -7.6% | +5.3% | -1.3% |
| 6M | -4.1% | -10.6% | +6.5% | -2.9% |
| YTD | -1.7% | -12.6% | +10.9% | -0.7% |
| 1Y | -15.1% | -27.0% | +11.9% | -11.5% |
| 3Y | +26.8% | -31.5% | +58.3% | +27.8% |
| All | +26.8% | -32.1% | +58.9% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling